Univariate Autoregressive Conditional Heteroskedasticity Models: An Application to the Peruvian Stock Market Returns
| Year of publication: |
2015
|
|---|---|
| Authors: | Garcia, Paul Bedon ; Rodriguez, Gabriel |
| Institutions: | Departamento de Economía, Pontificia Universidad Católica del Perú |
| Extent: | application/pdf |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | published Number 2014-400 |
| Source: |
Persistent link: https://www.econbiz.de/10011240720