Multivariate EGARCHX-modelling of the international asset return signal response mechanism
Ralf Östermark and Rune Höglund
| Year of publication: |
1997
|
|---|---|
| Authors: | Östermark, Ralf |
| Other Persons: | Höglund, Rune (contributor) |
| Published in: |
International journal of finance & economics : IJFE. - Chichester, Sussex : Wiley, ISSN 1076-9307, ZDB-ID 1324693-8. - Vol. 2.1997, 3, p. 249-262
|
| Subject: | Börsenkurs | Share price | Japan | Derivat | Derivative | Kapitaleinkommen | Capital income | Schätzung | Estimation | Finnland | Finland | 1990-1991 |
| Extent: | Graph. Darst |
|---|---|
| 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/10001227630