Hidden truncation model with heteroskedasticity : S&P 500 index returns reexamined
Rachid Belhachemi
| Year of publication: |
2024
|
|---|---|
| Authors: | Belhachemi, Rachid |
| Subject: | Conditional kurtosis | Conditional skewness | Conditional volatility | Hidden truncation distribution | Volatilität | Volatility | ARCH-Modell | ARCH model | Theorie | Theory | Statistische Verteilung | Statistical distribution | Kapitaleinkommen | Capital income | Aktienindex | Stock index | Heteroskedastizität | Heteroscedasticity |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1108/SEF-05-2023-0232 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015199624