Noncausal AR-GARCH Model and Its Applications in Asset Pricing
Year of publication: |
[2023]
|
---|---|
Authors: | Ling, Shiqing ; Liu, Zhenya ; Wang, Shixuan ; Zhan, Yaosong |
Publisher: |
[S.l.] : SSRN |
Extent: | 1 Online-Ressource (32 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments August 6, 2023 erstellt |
Other identifiers: | 10.2139/ssrn.4532837 [DOI] |
Classification: | C22 - Time-Series Models ; C51 - Model Construction and Estimation ; G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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