Three-factor profile analysis with GARCH innovations

Three-factor profile analysis with GARCH innovations

10.1016/j.matcom.2006.12.011

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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
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Institution: National University of Singapore

Internet

http://scholarbank.nus.edu.sg/handle/10635/22395

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