GARCH modelling of individual stock data : the impact of censoring, firm size and trading volume
Year of publication: |
2001
|
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Authors: | Brooks, Robert ; Faff, Robert W. ; Fry, Tim R. L. |
Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 11.2001, 2, p. 215-222
|
Subject: | ARCH-Modell | ARCH model | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Betriebsgröße | Firm size | Schätzung | Estimation | Australien | Australia | 1997-1998 |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | In: Journal of international financial markets, institutions & money |
Source: | ECONIS - Online Catalogue of the ZBW |
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