Selecting between autoregressive conditional heteroskedasticity models : an empirical application to the volatility of stock returns in Peru
Gabriel Rodríguez
| Alternative title: | Selección de modelos de heterocedasticidad autorregresiva condicional |
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| Year of publication: |
abril de 2017
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| Authors: | Rodriguez, Gabriel |
| Published in: |
Revista de análisis económico. - Santiago : [Verlag nicht ermittelbar], ISSN 0716-5927, ZDB-ID 1131528-3. - Vol. 32.2017, 1, p. 69-94
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| Subject: | Univariate autoregressive conditional heteroskedasticity models | Peruvian stock market returns | volatility | symmetries | normal | t-Student | skewed t-Student | GED distribution | Volatilität | Volatility | Peru | ARCH-Modell | ARCH model | Kapitaleinkommen | Capital income | Kapitalmarktrendite | Capital market returns | Zeitreihenanalyse | Time series analysis | Statistische Verteilung | Statistical distribution | Schätztheorie | Estimation theory | Börsenkurs | Share price | Schätzung | Estimation |
| Type of publication: | Article |
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| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Zusammenfassung in spanischer Sprache |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011924649