An application of the GARCH-t model on Central European stock returns
Miloslav Vošvrda; Filip Žikeš
| Year of publication: |
2004
|
|---|---|
| Authors: | Vošvrda, Miloslav ; Žikeš, Filip |
| Published in: |
Prague economic papers : a bimonthly journal of economic theory and policy. - Prague : Oeconomica Publ., ISSN 1210-0455, ZDB-ID 1112445-3. - Vol. 13.2004, 1, p. 26-39
|
| Subject: | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | ARCH-Modell | ARCH model | Osteuropa | Eastern Europe | Ungarn | Hungary | Tschechien | Czech Republic | Polen | Poland | 1996-2002 |
| 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/10002027927