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Liquidation discount-a novel application of ARFIMA-GARCH
R.B. Singh
, J. Gould
, F. Chan
,
Joey Yang
UWA Business School
Finance
Research output
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Contribution to journal
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Article
›
peer-review
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Economics, Econometrics and Finance
ARMA Model
100%
Liquidation
100%
Generalized Autoregressive Conditional Heteroskedasticity
100%
Price
20%
Time Series
20%
Market Value
10%
Agricultural and Biological Sciences
Australians
100%