The ARCH effect : a model of gradual anticipation for autoregressive conditional heteroskedasticity in asset returns

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Bibliographic Details
OCLC:75737621
Main Author: Mohy El Din, Tarek
Corporate Author: Hochschule St. Gallen für Wirtschafts-, Rechts- und Sozialwissenschaften
Language:English
Published: [S.l. : s.n.], 1997.
Subjects:
Aktienrendite > Zeitreihenanalyse > ARCH-Prozess.
Format:

Thesis Monograph

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