The derivation of the NPV variance of a risky capital investment project with first-order autoregressive cash flows and autoregressive conditional heteroscedastic variances
Jean-Paul Paquin, Alain Charbonneau and David Tessier
| Year of publication: |
2015
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|---|---|
| Authors: | Paquin, Jean-Paul ; Charbonneau, Alain ; Tessier, David |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 47.2015, 10/12, p. 1170-1186
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| Subject: | first-order autoregressive cash flows | NPV variance | autoregressive conditional heteroscedastic variances | GARCH (1,1) process | ARCH-Modell | ARCH model | Schätztheorie | Estimation theory | Cash Flow | Cash flow | Zeitreihenanalyse | Time series analysis | Varianzanalyse | Analysis of variance |
| 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://ebvufind01.dmz1.zbw.eu/10010486263