Non-linear in stock index returns : the volatility and serial correlation relationship
Ioannis A. Venetis; David Peel
| Year of publication: |
2005
|
|---|---|
| Authors: | Venetis, Ioannis A. ; Peel, David |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 22.2005, 1, p. 1-19
|
| Subject: | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Volatilität | Volatility | Aktienindex | Stock index | Welt | World | Nichtlineare Regression | Nonlinear regression | Autokorrelation | Autocorrelation |
| 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/10002561649