Temporal dependence in asset pricing models
type: Item
instance of: scholarly article
title: Temporal dependence in asset pricing models
zbMATH Open document ID: 0800.62792
DOI: 10.1016/0165-1765(94)90038-8
author: Harry J. Turtle
published in: Economics Letters
publication date: 1994-08-29T00:00:00Z
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 91B24
zbMATH DE Number: 626213
Wikidata QID: Q121335131
MaRDI profile type: Publication
full work available at URL: 0165-1765(94)90038-8
OpenAlex ID: W2077005941
cites work: Generalized autoregressive conditional heteroscedasticity
cites work: A general approach to Lagrange multiplier model diagnostics
cites work: DIAGNOSTIC CHECKING ARMA TIME SERIES MODELS USING SQUARED-RESIDUAL AUTOCORRELATIONS
description: scientific article; zbMATH DE number 626213