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

Shranjeno v:
Bibliografske podrobnosti
OCLC:75737621
Glavni avtor: Mohy El Din, Tarek
Korporativna značnica: Hochschule St. Gallen für Wirtschafts-, Rechts- und Sozialwissenschaften
Jezik:English
Izdano: [S.l. : s.n.], 1997.
Teme:
Aktienrendite > Zeitreihenanalyse > ARCH-Prozess.
Format:

Thesis Monograph

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