Modelling asymmetry in stock returns by a threshold autoregressive conditional heteroscedastic model
by W. K. Li and K. Lam
| Year of publication: |
1995
|
|---|---|
| Authors: | Li, Wai Keung |
| Other Persons: | Lam, Kin (contributor) |
| Published in: |
Journal of the Royal Statistical Society. - Oxford [u.a.] : Blackwell, ISSN 0039-0526, ZDB-ID 280816-X. - Vol. 44.1995, 3, p. 333-341
|
| Subject: | Börsenkurs | Share price | Aktienindex | Stock index | Effizienzmarkthypothese | Efficient market hypothesis | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Theorie | Theory | Hongkong | Hong Kong |
| 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://ebvufind01.dmz1.zbw.eu/10001185761