Learning and conditional heteroscedasticity in asset returns

Research output: Chapter in Book/Report/Conference proceedingChapter

Original languageEnglish (US)
Title of host publicationProgress in Financial Markets Research
PublisherNova Science Publishers, Inc.
Pages1-14
Number of pages14
ISBN (Print)9781611228649
StatePublished - Dec 1 2012

Fingerprint

assets
learning
Conditional heteroscedasticity
Asset returns

All Science Journal Classification (ASJC) codes

  • Economics, Econometrics and Finance(all)
  • Social Sciences(all)

Cite this

Mizrach, B. (2012). Learning and conditional heteroscedasticity in asset returns. In Progress in Financial Markets Research (pp. 1-14). Nova Science Publishers, Inc..
Mizrach, Bruce. / Learning and conditional heteroscedasticity in asset returns. Progress in Financial Markets Research. Nova Science Publishers, Inc., 2012. pp. 1-14
@inbook{7484b007981a4e9a834e02ee66460f1e,
title = "Learning and conditional heteroscedasticity in asset returns",
author = "Bruce Mizrach",
year = "2012",
month = "12",
day = "1",
language = "English (US)",
isbn = "9781611228649",
pages = "1--14",
booktitle = "Progress in Financial Markets Research",
publisher = "Nova Science Publishers, Inc.",

}

Mizrach, B 2012, Learning and conditional heteroscedasticity in asset returns. in Progress in Financial Markets Research. Nova Science Publishers, Inc., pp. 1-14.

Learning and conditional heteroscedasticity in asset returns. / Mizrach, Bruce.

Progress in Financial Markets Research. Nova Science Publishers, Inc., 2012. p. 1-14.

Research output: Chapter in Book/Report/Conference proceedingChapter

TY - CHAP

T1 - Learning and conditional heteroscedasticity in asset returns

AU - Mizrach, Bruce

PY - 2012/12/1

Y1 - 2012/12/1

UR - http://www.scopus.com/inward/record.url?scp=84896426153&partnerID=8YFLogxK

UR - http://www.scopus.com/inward/citedby.url?scp=84896426153&partnerID=8YFLogxK

M3 - Chapter

AN - SCOPUS:84896426153

SN - 9781611228649

SP - 1

EP - 14

BT - Progress in Financial Markets Research

PB - Nova Science Publishers, Inc.

ER -

Mizrach B. Learning and conditional heteroscedasticity in asset returns. In Progress in Financial Markets Research. Nova Science Publishers, Inc. 2012. p. 1-14