An empirical study of realized and long-memory GARCH standardized stock-return
Chin Wen Cheong, Abu Hassan Shaari Mohd Nor and Zaidi Isa
| Year of publication: |
2007
|
|---|---|
| Authors: | Chin, Wen Cheong ; Abu Hassan Shaari Mohd Nor ; Isa, Zaidi |
| Published in: |
Applied financial economics letters. - Abingdon : Routledge, ISSN 1744-6546, ZDB-ID 2175172-9. - Vol. 3.2007, 2, p. 121-127
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| Subject: | ARCH-Modell | ARCH model | Volatilität | Volatility | Kapitaleinkommen | Capital income | Aktienindex | Stock index | Zeitreihenanalyse | Time series analysis | Standardisierung | Standardization | Theorie | Theory | Schätzung | Estimation |
| 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/10003540293