A Predictive Comparison of Some Simple Long- and Short Memory Models of Daily U.S. Stock Returns, with Emphasis on Business Cycle Effects
| Year of publication: |
2006
|
|---|---|
| Authors: | Bhardwaj, Geetesh ; Swanson, Norman R. |
| Subject: | USA | United States | Konjunktur | Business cycle | Kapitaleinkommen | Capital income | Theorie | Theory | ARMA-Modell | ARMA model | ARCH-Modell | ARCH model |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1016/S0573-8555(05)76014-4 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015385594