Alternative models for the conditional heteroscedasticity of stock returns

D Kim, SJ Kon - Journal of Business, 1994 - JSTOR
This article compares econometric model specifications that have been proposed to explain
the commonly observed characteristics of the unconditional distribution of daily stock …
被引用次数：369 相关文章

Alternative models for the conditional heteroscedasticity of stock returns.

D Kim, SJ Kon - Journal of Business, 1994 - search.ebscohost.com
This article compares econometric model specifications that have been proposed to explain
the commonly observed characteristics of the unconditional distribution of daily stock …
[PDF] researchgate.net

[PDF][PDF] Alternative Models for the Conditional Heteroscedasticity of Stock Returns

D Kim, SJ Kon - Journal of Business, 1994 - researchgate.net
The form of the distribution for security returns plays an important role in financial market
theory and practice. A distributional assumption concerning financial securities is required …

Alternative Models for the Conditional Heteroscedasticity of Stock Returns

D Kim, SJ Kon - Available at SSRN 5608 - papers.ssrn.com
This article compares econometric model specifications that have been proposed to explain
the commonly observed characteristics of the unconditional distribution of daily stock …

Alternative Models for the Conditional Heteroscedasticity of Stock Returns

D Kim, SJ Kon - The Journal of Business, 1994 - ideas.repec.org
This article compares econometric model specifications that have been proposed to explain
the commonly observed characteristics of the unconditional distribution of daily stock …

Alternative models for the conditional heteroscedasticity of stock returns.

D Kim, SJ Kon - Journal of Business, 1994 - elibrary.ru
Compares econometric model specifications that explain the characteristics of the
unconditional heteroscedasticity of daily stock returns. Alternative models for distribution of …

Alternative Models for the Conditional Heteroscedasticity of Stock Returns

D Kim, SJ Kon - The Journal of Business, 1994 - econpapers.repec.org
This article compares econometric model specifications that have been proposed to explain
the commonly observed characteristics of the unconditional distribution of daily stock …