Non-linear dependence and conditional heteroscedasticity in stock returns evidence from the Norwegian thinly traded equity market

European Journal of Finance

Volumn 11, Issue 2, 2005, Pages 111-136

  Solibakke, P B ^a  

^a Molde College ^*  (Norway)

Author keywords

ARMA ARCH GARCH; Conditional heteroscedasticity; Non linear test statistic; Non linearity; Trading non trading

Indexed keywords

EID: 19844370481     PISSN: 1351847X     EISSN: None     Source Type: Journal    
DOI: 10.1080/13518470110074350     Document Type: Article

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