Modeling volatility persistence of speculative returns : a new approach
by Zhuanxin Ding and Clive W. J. Granger
| Year of publication: |
1994
|
|---|---|
| Authors: | Ding, Zhuanxin ; Granger, C. W. J. |
| Publisher: |
La Jolla, CA |
| Subject: | Volatilität | Volatility | Spekulation | Speculation | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Kapitaleinkommen | Capital income | ARCH-Modell | ARCH model | CAPM |
| Extent: | 31 S. : graph. Darst |
|---|---|
| Series: | Discussion paper / Department of Economics, University of California San Diego. - San Diego, Calif., ZDB-ID 2437630-9. |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000892121