Heteroskedasticity in the returns of the main world stock exchange indices : volume versus GARCH effects
Year of publication: |
2005
|
---|---|
Authors: | Aragó, Vicent ; Nieto Soria, Luisa |
Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 15.2005, 3, p. 271-284
|
Subject: | ARCH-Modell | ARCH model | Handelsvolumen der Börse | Trading volume | Volatilität | Volatility | Aktienindex | Stock index | Welt | World |
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