Title of article :
Non-linear properties of conditional returns under scale mixtures
Author/Authors :
Stergios B. Fotopoulos، نويسنده , , Venkata K. Jandhyala، نويسنده , , Kim-Heng Chen، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2007
Pages :
16
From page :
3041
To page :
3056
Keywords :
Financial returns and APT , Scale mixtures , Regression equation , Conditional variance
Journal title :
Computational Statistics and Data Analysis
Serial Year :
2007
Journal title :
Computational Statistics and Data Analysis
Record number :
145288
Link To Document :
https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=145288
بازگشت