Conditional Heteroskedasticity in the Market

Conditional Heteroskedasticity in the Market
Author :
Publisher :
Total Pages : 38
Release :
ISBN-10 : IND:30000099867685
ISBN-13 :
Rating : 4/5 ( Downloads)

Book Synopsis Conditional Heteroskedasticity in the Market by : Francis X. Diebold

Download or read book Conditional Heteroskedasticity in the Market written by Francis X. Diebold and published by . This book was released on 1988 with total page 38 pages. Available in PDF, EPUB and Kindle. Book excerpt:


Conditional Heteroskedasticity in the Market Related Books

Conditional Heteroskedasticity in the Market
Language: en
Pages: 38
Authors: Francis X. Diebold
Categories: Stock exchanges
Type: BOOK - Published: 1988 - Publisher:

DOWNLOAD EBOOK

Conditional Heteroskedasticity Adjusted Market Model and an Event Study
Language: en
Pages:
Authors: A. Tourani Rad
Categories:
Type: BOOK - Published: 1998 - Publisher:

DOWNLOAD EBOOK

Stock returns series generally exhibit time-varying volatility. Therefore, one can cast doubt on the way abnormal returns are calculated and consequently interp
Early empirical evidence of conditional heteroskedasticity in Vietnam's stock returns time series
Language: en
Pages: 8
Authors:
Categories:
Type: BOOK - Published: - Publisher: Dr. Vuong Quan Hoang

DOWNLOAD EBOOK

Autoregressive Conditional Heteroskedasticity Models and the Dynamic Structure of the Athens Stock Exchange
Language: en
Pages: 12
Authors: Filippa Margiora
Categories:
Type: BOOK - Published: 2006 - Publisher:

DOWNLOAD EBOOK

Autoregressive Conditional Heteroskedasticity (ARCH) models have been applied in modeling the relation between conditional variance and asset risk premium. The
Univariate Autoregressive Conditional Heteroskedasticity Models
Language: en
Pages: 15
Authors:
Categories:
Type: BOOK - Published: 2015 - Publisher:

DOWNLOAD EBOOK