Title of article
A conditional distribution model for limited stock index returns
Author/Authors
Ralph Friedmann، نويسنده , , Walter G. Sanddorf-K?hle، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2007
Pages
21
From page
721
To page
741
Keywords
Price limits , Mixed distributions , GARCH , beta distribution
Journal title
Journal of Economic Dynamics and Control
Serial Year
2007
Journal title
Journal of Economic Dynamics and Control
Record number
239013
Link To Document