Title of article
A note on GARCH predictable variances and stock market efficiency
Author/Authors
Walter S. A. Schwaiger، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 1995
Pages
5
From page
949
To page
953
Keywords
Dynamic asset pricing: Generalized autoregressive conditional heteteroskedasticity , Stockmarket efficiency
Journal title
Journal of Banking and Finance
Serial Year
1995
Journal title
Journal of Banking and Finance
Record number
192797
Link To Document