Three-factor profile analysis with GARCH innovations

10.1016/j.matcom.2006.12.011

Saved in:

Bibliographic Details
Main Authors:	Leung, P.-L., Wong, W.-K.
Other Authors:	ECONOMICS
Format:	Article
Published:	2011
Subjects:	American depository receipts ANOVA GARCH model MANOVA Profile analysis Time-dependence Treatment
Online Access:	http://scholarbank.nus.edu.sg/handle/10635/22395
Tags:	Add Tag No Tags, Be the first to tag this record!
Institution:	National University of Singapore

id	sg-nus-scholar.10635-22395
record_format	dspace
spelling	sg-nus-scholar.10635-223952024-11-12T05:18:05Z Three-factor profile analysis with GARCH innovations Leung, P.-L. Wong, W.-K. ECONOMICS American depository receipts ANOVA GARCH model MANOVA Profile analysis Time-dependence Treatment 10.1016/j.matcom.2006.12.011 Mathematics and Computers in Simulation 77 1 1-8 MCSID 2011-05-03T08:09:30Z 2011-05-03T08:09:30Z 2008 Article Leung, P.-L., Wong, W.-K. (2008). Three-factor profile analysis with GARCH innovations. Mathematics and Computers in Simulation 77 (1) : 1-8. ScholarBank@NUS Repository. https://doi.org/10.1016/j.matcom.2006.12.011 03784754 http://scholarbank.nus.edu.sg/handle/10635/22395 000253496400001 Scopus
institution	National University of Singapore
building	NUS Library
continent	Asia
country	Singapore Singapore
content_provider	NUS Library
collection	ScholarBank@NUS
topic	American depository receipts ANOVA GARCH model MANOVA Profile analysis Time-dependence Treatment
spellingShingle	American depository receipts ANOVA GARCH model MANOVA Profile analysis Time-dependence Treatment Leung, P.-L. Wong, W.-K. Three-factor profile analysis with GARCH innovations
description	10.1016/j.matcom.2006.12.011
author2	ECONOMICS
author_facet	ECONOMICS Leung, P.-L. Wong, W.-K.
format	Article
author	Leung, P.-L. Wong, W.-K.
author_sort	Leung, P.-L.
title	Three-factor profile analysis with GARCH innovations
title_short	Three-factor profile analysis with GARCH innovations
title_full	Three-factor profile analysis with GARCH innovations
title_fullStr	Three-factor profile analysis with GARCH innovations
title_full_unstemmed	Three-factor profile analysis with GARCH innovations
title_sort	three-factor profile analysis with garch innovations
publishDate	2011
url	http://scholarbank.nus.edu.sg/handle/10635/22395
_version_	1821209208386748416

Three-factor profile analysis with GARCH innovations

Similar Items