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ARCH model
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Multinational finance journal
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European financial management : the journal of the European Financial Management Association
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A comparative GARCH analysis of macroeconomic variables and returns on modelling the Kurtosis of FTSE 100 implied volatility index
Alsheikhmubarak, Abdulilah Ibrahim
;
Giouvris, Evangelos
- In:
Multinational finance journal
22
(
2018
)
3/4
,
pp. 119-172
Persistent link: https://www.econbiz.de/10012547707
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