Stock price volatility some evidence from an ARCH model

Gespeichert in:
Bibliographische Detailangaben
Veröffentlicht in:The journal of futures markets
1. Verfasser: Baldauf, Brad (VerfasserIn)
Weitere Verfasser: Santoni, Gary James (BerichterstatterIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: 1991
Schlagworte:
1975-1989 > Index-Futures > Börsenkurs > Zeitreihenanalyse > USA > Aufsatz in Zeitschrift
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