Cross-Sectional Distribution of GARCH Coefficients Across...

Wilmott 2013 / 07 Vol. 2013; Iss. 66

Cross-Sectional Distribution of GARCH Coefficients Across S&P 500 Constituents: Time-Variation Over the Period 2000-2012

Ardia, David, Hoogerheide, Lennart F.
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Volume:
2013
Language:
english
Journal:
Wilmott
DOI:
10.1002/wilm.10232
Date:
July, 2013
File:
PDF, 30.42 MB
english, 2013
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