Are the high-order moments of the assets returns distribution forecastable?
Trino Manuel Ñíguez
| Year of publication: |
2011
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|---|---|
| Authors: | Ñíguez, Trino-Manuel |
| Published in: |
Business and finance : performance and management. - New York, NY : Nova Science Publishers, ISBN 1-61122-936-7. - 2011, p. 199-217
|
| Subject: | ARCH-Modell | ARCH model | Prognoseverfahren | Forecasting model | Maßzahl | Statistical measures | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009304103