An application of the GARCH-t model on Central European stock returns
Miloslav Vošvrda; Filip Žikeš
Year of publication: |
2004
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Authors: | Vošvrda, Miloslav ; Žikeš, Filip |
Published in: |
Prague economic papers : quarterly journal of economic theory and policy. - Prague : Oeconomica Publ, ISSN 1210-0455, ZDB-ID 11124453. - Vol. 13.2004, 1, p. 26-39
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