On testing the adequacy of stable processes under conditional heteroscedasticity
Rohit S. Deo
| Year of publication: |
2002
|
|---|---|
| Authors: | Deo, Rohit S. |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 9.2002, 2, p. 257-270
|
| Subject: | Stochastischer Prozess | Stochastic process | Devisenmarkt | Foreign exchange market | Illegaler Handel | Illicit trade | Osteuropa | Eastern Europe | Statistische Verteilung | Statistical distribution | Heteroskedastizität | Heteroscedasticity |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Journal of empirical finance |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001655811