Hidden truncation model with heteroskedasticity: S&P 500 index returns reexamined

Autor:	Belhachemi, Rachid
Zdroj:	Studies in Economics and Finance, 2024, Vol. 41, Issue 5, pp. 1085-1105.
Databáze:	Emerald Insight
Externí odkaz:	http://www.emeraldinsight.com/doi/10.1108/SEF-05-2023-0232 Zobrazit plný text záznamu