THE MARKOV MODEL OF HETEROSKEDASTICITY, RISK AND LEARNING IN THE STOCK MARKET.
| Year of publication: |
1989
|
|---|---|
| Authors: | TURNER, C.M. ; STARTZ, R. ; NELSON, C.R. |
| Institutions: | Department of Economics, University of Washington |
| Subject: | financial market | risk | economic models | estimator |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | 31 pages |
| Source: |
Persistent link: https://www.econbiz.de/10005432278