Three-factor profile analysis with GARCH innovations

Mathematics and Computers in Simulation

Volumn 77, Issue 1, 2008, Pages 1-8

  Leung, Pui Lam ^a   Wong, Wing Keung ^b  

^a CHINESE UNIVERSITY OF HONG KONG   (Hong Kong)

^b NATIONAL UNIVERSITY OF SINGAPORE   (Singapore)

Author keywords

American depository receipts; ANOVA; GARCH model; MANOVA; Profile analysis; Time dependence; Treatment

Indexed keywords

ECONOMIC ANALYSIS; INNOVATION; MATHEMATICAL MODELS;

AMERICAN DEPOSITORY RECEIPTS; GARCH INNOVATIONS; PROFILE ANALYSIS;

ANALYSIS OF VARIANCE (ANOVA);

EID: 38749112969     PISSN: 03784754     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.matcom.2006.12.011     Document Type: Article

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