Heteroskedasticity in the returns of the main world stock exchange indices: volume versus GARCH effects
Year of publication: |
2005
|
---|---|
Authors: | Aragó, Vicent ; Nieto, Luisa |
Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 11173178. - Vol. 15.2005, 3, p. 271
|
Saved in:
Saved in favorites
Similar items by person
-
Aragó, Vicent, (2005)
-
Nonlinear Intraday Dynamics in Eurostoxx50 Index Markets
Robles-Fernandez, M. Dolores, (2004)
-
Nonlinear intraday dynamics in Eurostoxx50 index markets
Robles-Fernandez, M. Dolores, (2004)
- More ...