Remarks on Romanian Capital Market Volatility in the Framework of an Power ARCH (PARCH) Model
Year of publication: |
2009
|
---|---|
Authors: | DIMA, Bogdan ; ROB, Mircea Mihai |
Published in: |
Timisoara Journal of Economics. - Facultatea de Economie şi de Administrare a Afacerilor, ISSN 1842-7340. - Vol. 2.2009, 2(6), p. 77-82
|
Publisher: |
Facultatea de Economie şi de Administrare a Afacerilor |
Subject: | capital market | volatility | Power Arch Model | Bucharest Stock Exchange |
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