Nonlinearities and GARCH inadequacy for modeling stock market returns : empirical evidence from Latina America
Claudio A. Bonilla; Rafael Romero-Meza; Carlos Maquieira
| Year of publication: |
2011
|
|---|---|
| Authors: | Bonilla, Claudio A. ; Romero-Meza, Rafael ; Maquieira Villanueva, Carlos |
| Published in: |
Macroeconomic dynamics. - Cambridge : Cambridge Univ. Press, ISSN 1365-1005, ZDB-ID 1412233-9. - Vol. 15.2011, 5, p. 713-724
|
| Subject: | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | ARCH-Modell | ARCH model | Volatilität | Volatility | Aktienindex | Stock index | Lateinamerika | Latin America | 1986-2007 |
| 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/10009505801