Three-factor profile analysis with GARCH innovations (Q2479433)

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Three-factor profile analysis with GARCH innovations
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    title
    Three-factor profile analysis with GARCH innovations (English)
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    author
    Pui Lam Leung
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    Wing-Keung Wong
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    publication date
    26 March 2008
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    Mathematics Subject Classification ID
    62J10
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    62M10
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    62P05
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    91B28
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    zbMATH DE Number
    5254157
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    zbMATH Keywords
    ANOVA
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    MANOVA
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    GARCH model
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    time-dependence
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    profile analysis
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    treatment
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    American depository receipts
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