Testing for persistence in stock returns with GARCH-stable shocks Article

Bidarkota, PV, McCulloch, JH. (2004). Testing for persistence in stock returns with GARCH-stable shocks . Quantitative Finance, 4(3), 256-265. 10.1088/1469-7688/4/3/002

keywords

  • Business & Economics
  • Business, Finance
  • CONDITIONAL HETEROSKEDASTICITY
  • DISTRIBUTIONS
  • Economics
  • INDEX
  • MAXIMUM-LIKELIHOOD
  • MODELS
  • Mathematical Methods In Social Sciences
  • Mathematics
  • Mathematics, Interdisciplinary Applications
  • PRICES
  • Physical Sciences
  • Science & Technology
  • Social Sciences
  • Social Sciences, Mathematical Methods
  • TIME-SERIES
  • TRENDS
  • VOLATILITY

Digital Object Identifier (DOI)

start page

  • 256

end page

  • 265

volume

  • 4

issue

  • 3