Integrated-GARCH and non-stationary variances: Evidence from European stock markets during the 1920s and 1930s

✍ Scribed by Taufiq Choudhry

• Book ID: 116101910
• Publisher: Elsevier Science
• Year: 1995
• Tongue: English
• Weight: 264 KB
• Volume: 48
• Category: Article
• ISSN: 0165-1765
• DOI: 10.1016/0165-1765(94)00583-n