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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| English | Testing for persistence in stock returns with GARCH-stable shocks |
scientific article; zbMATH DE number 7002128 |
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Testing for persistence in stock returns with GARCH-stable shocks (English)
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15 January 2019
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persistence in stock returns
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GARCH
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0.7689177393913269
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0.7421070337295532
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0.7401281595230103
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0.7401281595230103
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0.7400205135345459
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