Modeling conditional return autocorrelation
Michael D. McKenzie, Robert W. Faff
| Year of publication: |
2005
|
|---|---|
| Authors: | McKenzie, Michael D. ; Faff, Robert W. |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 14.2005, 1, p. 23-42
|
| Subject: | Kapitaleinkommen | Capital income | ARCH-Modell | ARCH model | USA | United States | Autokorrelation | Autocorrelation | 1973-2000 |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002737791