Testing for persistence in stock returns with GARCH-stable shocks

Quantitative Finance

Volumn 4, Issue 3, 2004, Pages 256-265

  Bidarkota, Prasad V ^a   McCulloch, J Huston ^b  

^a FLORIDA INTERNATIONAL UNIVERSITY   (United States)

^b OHIO STATE UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 3142616910     PISSN: 14697688     EISSN: None     Source Type: Journal    
DOI: 10.1088/1469-7688/4/3/002     Document Type: Article

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