An Application of the Garch-t Model on Central European Stock Returns
Year of publication: |
2004
|
---|---|
Authors: | Vošvrda, Miloslav ; Žikeš, Filip |
Published in: |
Prague Economic Papers. - Vysoká Škola Ekonomická v Praze, ISSN 1210-0455. - Vol. 2004.2004, 1, p. 26-39
|
Publisher: |
Vysoká Škola Ekonomická v Praze |
Subject: | conditional heteroskedasticity | GARCH | leptokurtosis | market efficiency |
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