A TEST OF THE GARCH(1, 1) SPECIFICATION FOR DAILY STOCK RETURNS
Year of publication: |
2010
|
---|---|
Authors: | Ashley, Richard A. ; Patterson, Douglas M. |
Published in: |
Macroeconomic Dynamics. - Cambridge University Press. - Vol. 14.2010, S1, p. 137-144
|
Publisher: |
Cambridge University Press |
Description of contents: | Abstract [journals.cambridge.org] |
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