SEMIFARMA-HYGARCH modeling of Dow Jones return persistence
Mohamed Chikhi; Anne Péguin-Feissolle; Michel Terraza
| Year of publication: |
2013
|
|---|---|
| Authors: | Chikhi, Mohamed ; Péguin-Feissolle, Anne ; Terraza, Michel |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 1142021-2. - Vol. 41.2013, 2, p. 249-265
|
| Subject: | Kapitaleinkommen | Capital income | Aktienindex | Stock index | Theorie | Theory |
| 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/10009710572