Good news, bad news and GARCH effects in stock return data
Year of publication: |
2001
|
---|---|
Authors: | Depken, Craig A. |
Published in: |
Journal of applied economics. - Buenos Aires, ISSN 1514-0326, ZDB-ID 1480229-6. - Vol. 4.2001, 2, p. 313-327
|
Subject: | Börsenkurs | Share price | ARCH-Modell | ARCH model | Informationswert | Information value |
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