Changes in the unconditional variance and autoregressive conditional heteroscedasticity
Amado Peiró
| Year of publication: |
2016
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|---|---|
| Authors: | Peiro, Amado |
| Published in: |
International journal of economics and financial issues : IJEFI. - Mersin : EconJournals, ISSN 2146-4138, ZDB-ID 2632572-X. - Vol. 6.2016, 4, p. 1338-1343
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| Subject: | Autoregressive Conditional Heteroscedasticity | Stock Returns | Unconditional Variance | ARCH-Modell | ARCH model | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Aktienindex | Stock index | Varianzanalyse | Analysis of variance | Kapitaleinkommen | Capital income |
freely available
| 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/10011774855