GARCH modelling of individual stock data: the impact of censoring, firm size and trading volume

✍ Scribed by Robert D Brooks; Robert W Faff; Tim R.L Fry

• Book ID: 117699462
• Publisher: Elsevier Science
• Year: 2001
• Tongue: English
• Weight: 65 KB
• Volume: 11
• Category: Article
• ISSN: 1042-4431
• DOI: 10.1016/s1042-4431(00)00051-2