The ARCH effect : a model of gradual anticipation for autoregressive conditional heteroskedasticity in asset returns
Saved in:
| OCLC: | 75737621 |
|---|---|
| Main Author: | |
| Corporate Author: | |
| Language: | English |
| Published: |
[S.l. :
s.n.],
1997.
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| Subjects: | |
| Format: | Thesis Monograph Note that CRL will digitize material from the collection when copyright allows. |
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| 049 | |a CRLL | ||
| 099 | |a P-00541891 | ||
| 100 | 1 | |a Mohy El Din, Tarek. | |
| 245 | 1 | 4 | |a The ARCH effect : |b a model of gradual anticipation for autoregressive conditional heteroskedasticity in asset returns / |c Tarek Mohy El Din. |
| 260 | |a [S.l. : |b s.n.], |c 1997. | ||
| 300 | |a x, 123 S. : |b graph. Darst. ; |c 21 cm. | ||
| 336 | |a text |b txt |2 rdacontent. | ||
| 337 | |a unmediated |b n |2 rdamedia. | ||
| 339 | |a volume |b nc |2 rdacarrier. | ||
| 502 | |b doctoral |c Hochschule St. Gallen für Wirtschafts-, Rechts- und Sozialwissenschaften |d 1997. | ||
| 650 | 7 | |a Aktienrendite |x Zeitreihenanalyse |x ARCH-Prozess. |2 swd. | |
| 710 | 2 | |a Hochschule St. Gallen für Wirtschafts-, Rechts- und Sozialwissenschaften. | |
| 752 | |a Switzerland. | ||
| 907 | |a .b2339531x |b 03-29-22 |c 12-03-07 | ||
| 998 | |a diss |b 12-03-07 |c m |d - |e - |f eng |g sz |h 4 |i 1 | ||
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