UKSMUniversity of Kansas School of Medicine
UKSMUnited Kingdom Scientific Mission
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References in periodicals archive ?
Specification tests on the standardized residuals reveal that the GARCH(1,1) model fits the FTA and UKSM returns series very well.
For the UKSM, we estimate the ARCH and GARCH coefficients at 0.1609 and 0.7401, respectively, whereas we obtain estimates of 0.2393 and 0.6567 for the FTA.
We also estimated the SS market model using dollar-denominated returns for the FTA, UKSM, and the EAFE.