A conditional distribution model for limited stock index returns
Ralph Friedmann; Walter G. Sanddorf-Köhle
| Year of publication: |
2007
|
|---|---|
| Authors: | Friedmann, Ralph ; Sanddorf-Köhle, Walter G. |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 31.2007, 3, p. 721-740
|
| Subject: | Stetige Verteilung | Continuous distribution | ARCH-Modell | ARCH model | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Aktienindex | Stock index | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003421384