The ARCH Effect : a model of gradual anticipation for autoregressive conditional heteroskedasticity in asset returns
von Tarek Mohy El Din
| Year of publication: |
1997
|
|---|---|
| Authors: | Mohy El Din, Tarek |
| Subject: | Schätztheorie | Estimation theory | Kapitaleinkommen | Capital income | Zeitreihenanalyse | Time series analysis | Volatilität | Volatility | Schätzung | Estimation | Großbritannien | United Kingdom | Deutschland | Germany | Schweiz | Switzerland | Frankreich | France | ARCH-Modell | ARCH model |
| Extent: | X, 123 S graph. Darst |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift |
| Language: | English |
| Thesis: | St. Gallen, Hochsch. für Wirtschafts-, Rechts- und Sozialwiss., Diss., 1997 |
| Classification: | Geld, Inflation, Kapitalmarkt |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000623956