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Bilinear generalised autoregressive conditional heteroskedasticity : with applications to the equity market

Nicholas Biekpe

Publication Data

Title Bilinear generalised autoregressive conditional heteroskedasticity : with applications to the equity market
Author Nicholas Biekpe
Contributor
Publisher Accounting and Finance Division, School of Finance and Information, Queen's University of Belfast
Publication date 1993
Publication location Belfast
Language English

Topics

Stock exchanges :: Mathematical models
Heteroscedasticity

Catalogue Data

OBNB ID GB9634989
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book

ISBD

P1053 26p.
P1042 Bibliog.

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Bilinear generalised autoregressive conditional heteroskedasticity : with applications to the equity market by Nicholas Biekpe. Published by Accounting and Finance Division, School of Finance and Information, Queen's University of Belfast in 1993. Publication and catalogue information, links to buy online and reader comments.