Jump, non-normal error distribution and stock price volatility : a nonparametric specification test
Mohammad Masudur Rahman; Laila Arjuman Ara; Zhenlong Zheng
| Year of publication: |
2009
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|---|---|
| Authors: | Rahman, Mohammad Masudur ; Ara, Laila Arjuman ; Zheng, Zhenlong |
| Published in: |
The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore. - Hackensack, NJ [u.a.] : World Scientific, ISSN 0217-5908, ZDB-ID 231534-8. - Vol. 54.2009, 1, p. 101-121
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| Subject: | Aktienindex | Stock index | Börsenkurs | Share price | Volatilität | Volatility | ARCH-Modell | ARCH model | Statistische Verteilung | Statistical distribution | Theorie | Theory | Schätzung | Estimation | Bangladesch | Bangladesh | 1999-2004 |
| 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/10003851283