Volatility persistence and stock valuations : some empirical evidence using GARCH
Ray Yeutien Chou
| Year of publication: |
1988
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|---|---|
| Authors: | Chou, Ray Yeutien |
| Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 633941-4. - Vol. 3.1988, 4, p. 279-294
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| Subject: | Börsenkurs | Share price | Schätztheorie | Estimation theory | Theorie | Theory | USA | United States | 1962-1985 |
| 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/10001071208