مرکز منطقه ای اطلاع رساني علوم و فناوري - Modeling asset market volatility in a small market:: Accounting for non-synchronous trading effects

Title of article :

Modeling asset market volatility in a small market:: Accounting for non-synchronous trading effects

Author/Authors :

Stephen Lange، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 1999

Pages :

From page :

To page :

Keywords :

GARCH , Non-synchronous trading

Journal title :

Journal of International Financial Markets, Institutions and Money

Serial Year :

1999

Journal title :

Journal of International Financial Markets, Institutions and Money

Record number :

189559

Link To Document :