case of ARGARCH models, the approximation process chosen in this paper shows a better estimation of the stock price … development based on autoregressive models and, thus, more robust estimation results for the reaction to a regulatory change … because of the national process of governments' adjustments. Thus, the estimation results provide evidence that companies …

large economies, USA, United Kingdom, Germany, France and Japan. The empirical results show that although the pure NGARCH … model performs well, the estimation for two indices could be significantly improved by an extension which follows from the …

large economies, USA, United Kingdom, Germany, France and Japan. The empirical results show that although the pure NGARCH … model performs well, the estimation for the German stock index could be significantly improved by an extension which follows …

allocates bargaining power to the plaintiff. The estimation results provide support for this incongruity. Plaintiffs on average …

allocates bargaining power to the plaintiff. The estimation results provide support for this incongruity. Plaintiffs on average …