Empirical analysis of conditional heteroskedasticity in time series of stock returns and asymmetric effect on volatility
Rakesh Kumar; Raj S. Dhankar
| Year of publication: |
2010
|
|---|---|
| Authors: | Kumar, Rakesh ; Dhankar, Raj S. |
| Published in: |
Global business review. - New Delhi [u.a.] : Sage, ISSN 0972-1509, ZDB-ID 2004354-5. - Vol. 11.2010, 1, p. 21-33
|
| Subject: | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Volatilität | Volatility | Heteroskedastizität | Heteroscedasticity | Zeitreihenanalyse | Time series analysis | USA | United States |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | GRI = Global Reporting Initiative |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003959232