Testing for persistence in stock returns with GARCH-stable shocks (Q4610232)

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scientific article; zbMATH DE number 7002128
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Testing for persistence in stock returns with GARCH-stable shocks
scientific article; zbMATH DE number 7002128

    Statements

    title
    Testing for persistence in stock returns with GARCH-stable shocks (English)
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    author
    Prasad V. Bidarkota
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    J. Huston McCulloch
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    publication date
    15 January 2019
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    Mathematics Subject Classification ID
    62P05
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    62M10
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    91B84
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    zbMATH DE Number
    7002128
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    zbMATH Keywords
    persistence in stock returns
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    GARCH
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    OpenAlex ID
    W3124195886
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