Modeling conditional skewness and asymmetries in stock returns
Michaela Nettekoven
| Year of publication: |
2002
|
|---|---|
| Authors: | Nettekoven, Michaela |
| Publisher: |
Wien : Service Fachverl. |
| Subject: | Skewness | ARCH-Modell | ARCH model | Aktienmarkt | Stock market | Ökonometrisches Modell | Econometric model | Aktienkurs | Asymmetrie |
| Extent: | 105 S graph. Darst 24 cm |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Thesis |
| Language: | English |
| Thesis: | Zugl.: Wien, Wirtschaftsuniv., Diss., 2001 |
| ISBN: | 3-85428-451-9 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001742771