Modelling asymmetry in stock returns by a threshold autoregressive conditional heteroscedastic model
Year of publication: |
1995
|
---|---|
Authors: | Li, Wai Keung |
Other Persons: | Lam, Kin (contributor) |
Published in: |
Journal of the Royal Statistical Society. - Oxford [u.a.] : Blackwell, ISSN 0039-0526, ZDB-ID 280816-X. - Vol. 44.1995, 3, p. 333-341
|
Subject: | Börsenkurs | Share price | Aktienindex | Stock index | Effizienzmarkthypothese | Efficient market hypothesis | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Theorie | Theory | Hongkong | Hong Kong |
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