Testing for heteroskedastic mixture of ordinary least squares errors
Chamil W Senarathne, Wei Jianguo
| Year of publication: |
2020
|
|---|---|
| Authors: | Senarathne, Chamil W ; Wei, Jianguo |
| Subject: | mixture of distributions hypothesis | heteroskedastic mixture | realized volatility | Monte carlo simulation | ordinary least squares | capital asset pricing | idiosyncratic volatility puzzle. | Volatilität | Volatility | Monte-Carlo-Simulation | Monte Carlo simulation | Kleinste-Quadrate-Methode | Least squares method | Theorie | Theory | Heteroskedastizität | Heteroscedasticity | ARCH-Modell | ARCH model | Börsenkurs | Share price | CAPM | Kapitaleinkommen | Capital income |
| 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/10012422500