This paper presents empirical evidence on the eectiveness of eight dierent parametric ARCH models in describing daily stock returns. Twenty-seven years of UK daily data on a broad-based value weighted stock index are investigated for the period 1971ยฑ97. Several interesting results are documented. Ov
An Empirical Comparison of Parametric and Semiparametric Cure Models
โ Scribed by Yingwei Peng; K.C. Carriere
- Publisher
- John Wiley and Sons
- Year
- 2002
- Tongue
- English
- Weight
- 366 KB
- Volume
- 44
- Category
- Article
- ISSN
- 0323-3847
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