On the Efficiency of Conditional Heteroskedasticity Models
Year of publication: |
2013
|
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Authors: | Lee, T. |
Other Persons: | Wirjanto, Tony S. (contributor) |
Publisher: |
[2013]: [S.l.] : SSRN |
Subject: | Heteroskedastizität | Heteroscedasticity | ARCH-Modell | ARCH model | Schätztheorie | Estimation theory | Effizienzmarkthypothese | Efficient market hypothesis | Effizienz | Efficiency |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Review of Quantitative Finance and Accounting, 10 (1998): 21-37 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments 1998 erstellt Volltext nicht verfügbar |
Source: | ECONIS - Online Catalogue of the ZBW |
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