Estimating the Volatility of the Stock Index WIG20 with Weak-GARCH and Diffusion GARCH Models
| Year of publication: |
2006
|
|---|---|
| Authors: | Doman, Malgorzata |
| Published in: |
Dynamic Econometric Models. - Uniwersytet Mikolaja Kopernika. - Vol. 7.2006, p. 49-58
|
| Publisher: |
Uniwersytet Mikolaja Kopernika |
| Extent: | application/pdf |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10009001671