Non-linear dependence and conditional heteroscedasticity in stock returns evidence from the norwegian thinly traded equity market
Year of publication: |
2005
|
---|---|
Authors: | Solibakke, P. B. |
Published in: |
The European Journal of Finance. - Taylor & Francis Journals, ISSN 1351-847X. - Vol. 11.2005, 2, p. 111-136
|
Publisher: |
Taylor & Francis Journals |
Subject: | non-linearity | conditional heteroscedasticity | trading/non-trading | ARMA-ARCH/GARCH | non-linear test statistic |
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