An alternative conditional asymmetry specification for stock returns
Year of publication: |
2003
|
---|---|
Authors: | Brännäs, Kurt ; Nordman, Niklas |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 13.2003, 7, p. 537-541
|
Subject: | Theorie | Theory | Schätzung | Estimation | Kapitaleinkommen | Capital income | Börsenkurs | Share price | ARCH-Modell | ARCH model | Statistische Verteilung | Statistical distribution |
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