Using monthly returns to model conditional heteroscedasticity.
Autor: | Joseph, Nathan Lael1 n.l.joseph@aston.ac.uk |
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Zdroj: | Applied Economics. 5/10/2003, Vol. 35 Issue 7, p791. 11p. 7 Charts, 2 Graphs. |
Databáze: | Business Source Ultimate |
Externí odkaz: |