Do fat tails matter in GARCH estimation : testing market efficiency in two transition economies
B. Harrison and D. Paton
| Year of publication: |
2007
|
|---|---|
| Authors: | Harrison, Barry ; Paton, David |
| Published in: |
Economic issues. - Nottingham, ISSN 1363-7029, ZDB-ID 1327929-4. - Vol. 12.2007, 2, p. 15-26
|
| Subject: | Effizienzmarkthypothese | Efficient market hypothesis | Statistischer Test | Statistical test | ARCH-Modell | ARCH model | Rumänien | Romania | Tschechien | Czech Republic |
| 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/10003639328