Finite sample properties of tests for STGARCH models and application to the US stock returns
Gilles Dufrenot, Vêlayoudom Marimoutou and Anne Péguin-Feissolle
| Year of publication: |
2012
|
|---|---|
| Authors: | Dufrénot, Gilles ; Marimoutou, Vêlayoudom ; Péguin-Feissolle, Anne |
| Published in: |
Progress in financial markets research. - New York, NY : Nova Science Publ., ISBN 978-1-61122-864-9. - 2012, p. 83-101
|
| Subject: | ARCH-Modell | ARCH model | Kapitalmarktrendite | Capital market returns | USA | United States |
| 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://ebvufind01.dmz1.zbw.eu/10009678565