An empirical study of realized and long-memory GARCH standardized stock-return
Year of publication: |
2007
|
---|---|
Authors: | Chin, Wen Cheong ; Abu Hassan Shaari Mohd Nor ; Isa, Zaidi |
Published in: |
Applied financial economics letters. - Abingdon : Routledge, ISSN 1744-6546, ZDB-ID 2175172-9. - Vol. 3.2007, 2, p. 121-127
|
Subject: | Schätzung | Estimation | ARCH-Modell | ARCH model | Zeitreihenanalyse | Time series analysis | Volatilität | Volatility | Kapitaleinkommen | Capital income |
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