Heterogeneous Asymmetric Dynamic Conditional Correlation Model with Stock Return and Range
Year of publication: |
2012
|
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Authors: | Asai, Manabu |
Publisher: |
[2012]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Kapitaleinkommen | Capital income | Korrelation | Correlation | ARCH-Modell | ARCH model | Börsenkurs | Share price |
Extent: | 1 Online-Ressource (30 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 1, 2012 erstellt |
Other identifiers: | 10.2139/ssrn.2148825 [DOI] |
Classification: | C32 - Time-Series Models ; c58 |
Source: | ECONIS - Online Catalogue of the ZBW |
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