Time irreversibility and EGARCH effects in US stock index returns
Year of publication: |
2002
|
---|---|
Authors: | Chen, Yi-Ting ; Kuan, Chung-Ming |
Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 6339414. - Vol. 17.2002, 5, p. 565-578
|
Saved in:
Saved in favorites
Similar items by person
-
The pseudo-true score encompassing test for non-nested hypothesis
Chen, Yi-ting, (2002)
-
Time irreversibility and EGARCH effects in US stock index returns
Chen, Yi-ting, (2002)
-
A generalized Jarque-Bera test of conditional normality
Chen, Yi-ting, (2003)
- More ...