GARCH estimation and discrete stock prices: an application to low-priced Australian stocks
type: Item
instance of: scholarly article
title: GARCH estimation and discrete stock prices: an application to low-priced Australian stocks
zbMATH Open document ID: 1254.91630
DOI: 10.1016/S0165-1765(03)00172-1
author: Henrik Amilon
published in: Economics Letters
publication date: 2013-01-01T00:00:00Z
Mathematics Subject Classification ID: 91B84
Mathematics Subject Classification ID: 91B82
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62P05
zbMATH DE Number: 6120147
zbMATH Keywords: EM estimation
zbMATH Keywords: compass Rose
zbMATH Keywords: stock return modeling
zbMATH Keywords: latent variables
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 6120147