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Testing for Persistence in Stock Returns with Garch-Stable Shocks
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Bidarkota, Prasad V, Mcculloch, J Huston. (2003). Testing for Persistence in Stock Returns with Garch-Stable Shocks .
10.2139/ssrn.463661
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Bidarkota, Prasad V, Mcculloch, J Huston. (2003). Testing for Persistence in Stock Returns with Garch-Stable Shocks .
10.2139/ssrn.463661
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cited authors
Bidarkota, Prasad V; Mcculloch, J Huston
authors
Bidarkota, Prasad
publication date
January 1, 2003
Research
keywords
35 Commerce, Management, Tourism and Services
3502 Banking, Finance and Investment
38 Economics
3801 Applied Economics
3802 Econometrics
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Digital Object Identifier (DOI)
https://doi.org/10.2139/ssrn.463661