Heteroscedasticity in stock returns data revisited volume versus GARCH effects

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Bibliographische Detailangaben
Veröffentlicht in:Applied financial economics
1. Verfasser: Omran, M. F. (VerfasserIn)
Weitere Verfasser: McKenzie, Eddie (VerfasserIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: 2000
Schlagworte:
Kapitaleinkommen > Handelsvolumen der Börse > ARCH-Modell > Theorie > Großbritannien > Heteroskedastizität > Aufsatz in Zeitschrift
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