Bilinear generalised autoregressive conditional heteroskedasticity : with applications to the equity market
Bilinear generalised autoregressive conditional heteroskedasticity : with applications to the equity market is a book. It was written by Nicholas Biekpe and published by Accounting and Finance Division, School of Finance and Information, Queen's University of Belfast in 1993.
Key facts
- author: Nicholas Biekpe
- publication date: 1993
- book publisher: Accounting and Finance Division, School of Finance and Information, Queen's University of Belfast
- book series: Working papers in accounting & finance / Queen's University of Belfast, Accounting and Finance Division
- book subjects: Heteroscedasticity, Stock exchanges-Mathematical models
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"Bilinear generalised autoregressive conditional heteroskedasticity : with applications to the equity market" is one of the books by Nicholas Biekpe, books by Accounting and Finance Division, School of Finance and Information, Queen's University of Belfast and 2,617,384 books in our database.
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This content is available under the CC BY 4.0 license.