Title of article
Heteroskedasticity in the returns of the main world stock exchange indices: volume versus GARCH effects
Author/Authors
Vicent Arag?، نويسنده , , Luisa Nieto، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2005
Pages
14
From page
271
To page
284
Keywords
GARCH effects , Mixture of distributions , Volatility persistence , Unexpected trading volume , Indexreturns
Journal title
Journal of International Financial Markets, Institutions and Money
Serial Year
2005
Journal title
Journal of International Financial Markets, Institutions and Money
Record number
189727
Link To Document