Small sample properties of GARCH estimates and persistence
Soosung Hwang & Pedro L. Valls Pereira
| Year of publication: |
2006
|
|---|---|
| Authors: | Hwang, Soosung ; Pereira, Pedro L. Valls |
| Published in: |
The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 12.2006, 6/7, p. 473-494
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| Subject: | Kapitaleinkommen | Capital income | Volatilität | Volatility | Stichprobenerhebung | Sampling | ARCH-Modell | ARCH model | Systematischer Fehler | Bias | Theorie | Theory | USA | United States |
| 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/10003382813