Modeling asset market volatility in a small market : accounting for non-synchronous trading effects
Stephen Lange
| Year of publication: |
1999
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|---|---|
| Authors: | Lange, Stephen |
| Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 9.1999, 1, p. 1-18
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| Subject: | Kapitaleinkommen | Capital income | Volatilität | Volatility | Zeitreihenanalyse | Time series analysis | ARCH-Modell | ARCH model | Theorie | Theory | Schätzung | Estimation | Kanada | Canada |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| 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 |
Persistent link: https://www.econbiz.de/10001402112