Stochastic chaos or ARCH effects in stock series? : A comparative study

Catherine Kyrtsou; Michel Terraza

Year of publication:	2002
Authors:	Kyrtsou, Catherine ; Terraza, Michel
Published in:	International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 11.2002, 4, p. 407-431
Subject:	Börsenkurs \| Share price \| Kapitaleinkommen \| Capital income \| Chaostheorie \| Chaos theory \| Stochastischer Prozess \| Stochastic process \| ARCH-Modell \| ARCH model \| Prognoseverfahren \| Forecasting model \| Frankreich \| France \| 1987-1999

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