The monthly effect in stock returns and conditional heteroscedasticity
by Menahem Rosenberg
| Year of publication: |
2004
|
|---|---|
| Authors: | Rosenberg, Menahem |
| Published in: |
The American economist : journal of Omnicron Delta Epsilon, the International Honor Society in Economics. - Los Angeles : SAGE, ISSN 0569-4345, ZDB-ID 281405-5. - Vol. 48.2004, 2, p. 67-73
|
| Subject: | Kapitaleinkommen | Capital income | Zeit | Time | ARCH-Modell | ARCH model | USA | United States | Heteroskedastizität | Heteroscedasticity | Wirkungsanalyse | Impact assessment | 1962-1993 |
| 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/10002647004