Stock returns : an analysis of the Italian market with GARCH models
Year of publication: |
1994
|
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Authors: | Basso, Antonella |
Other Persons: | Ferretti, Paola (contributor) |
Published in: |
Operations research models in quantitative finance : proceedings of the XIII Meeting EURO Working Group for Financial Modeling, University of Cyprus, Nicosia, Cyprus. - Heidelberg : Physica-Verl., ISBN 3-7908-0803-2. - 1994, p. 187-209
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Subject: | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Italien | Italy |
Extent: | Graph. Darst |
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Type of publication: | Article |
Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
Language: | English |
Notes: | GARCH = Generalized autoregressive conditional heteroscedasticity |
Source: | ECONIS - Online Catalogue of the ZBW |
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