Nonlinear Dependence and Conditional Heteroscedasticity : A Notes from Malaysian Daily Stock Returns
Year of publication: |
2007
|
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Authors: | Mahmood, Wan Mansor ; Asimakopoulos, Ioannis |
Publisher: |
[S.l.] : SSRN |
Subject: | Kapitaleinkommen | Capital income | Malaysia | ARCH-Modell | ARCH model | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis | Aktienindex | Stock index | Heteroskedastizität | Heteroscedasticity | Nichtlineare Regression | Nonlinear regression | Theorie | Theory |
Extent: | 1 Online-Ressource (18 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments April 2007 erstellt |
Other identifiers: | 10.2139/ssrn.980890 [DOI] |
Classification: | G13 - Contingent Pricing; Futures Pricing ; G14 - Information and Market Efficiency; Event Studies |
Source: | ECONIS - Online Catalogue of the ZBW |
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