An asset return model capturing stylized facts
Year of publication: |
2011
|
---|---|
Authors: | Rogers, Leonard C. G. ; Zhang, Liang |
Published in: |
Mathematics and financial economics. - Berlin : Springer, ISSN 1862-9679, ZDB-ID 2389728-4. - Vol. 5.2011, 2, p. 101-119
|
Subject: | Schätzung | Estimation | Kapitaleinkommen | Capital income | Börsenkurs | Share price | ARCH-Modell | ARCH model | Theorie | Theory |
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