A predictive comparison of some simple long- and short memory models of daily US stock returns, with emphasis on business cycle effects
Geetesh Bhardwaj and Norman R. Swanson
| Year of publication: |
2006
|
|---|---|
| Authors: | Bhardwaj, Geetesh ; Swanson, Norman R. |
| Published in: |
Nonlinear time series analysis of business cycles. - Amsterdam [u.a.] : Elsevier, ISBN 978-0-444-51838-5. - 2006, p. 379-405
|
| Subject: | STAR | Smooth Transition Autoregressive | Kapitaleinkommen | Capital income | Konjunktur | Business cycle | ARCH-Modell | ARCH model | Theorie | Theory | USA | United States | ARMA-Modell | ARMA model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Notes: | Literaturangaben |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003309394