Univariate autoregressive conditional heteroskedasticity models : an application to the Peruvian stock market returns
Paul Bedón y Gabriel Rodríguez
| Year of publication: |
marzo, 2015
|
|---|---|
| Authors: | Bedón, Paul ; Rodriguez, Gabriel |
| Publisher: |
Lima - Perú : Departamento de Economía - Pontificia Universidad Católica del Perú |
| Subject: | ARCH-Modell | ARCH model | Stetige Verteilung | Continuous distribution | Kapitalmarktrendite | Capital market returns | Peru |
| Extent: | 15 Seiten, Seite T1-T6, Seite F1-F4 Illustrationen |
|---|---|
| Series: | Documento de trabajo / Pontifícia Universidad Católica del Perú, Departamento de Economía. - Lima, ZDB-ID 2405749-6. - Vol. no 400 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Erscheint auch als Online-Ausgabe Zusammenfassung in spanischer Sprache |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011415340