GARCH modelling of individual stock data: the impact of censoring, firm size and trading volume
| Year of publication: |
2001
|
|---|---|
| Authors: | Brooks, Robert D. ; Faff, Robert W. ; Fry, Tim R. L. |
| Published in: |
Journal of International Financial Markets, Institutions and Money. - Elsevier, ISSN 1042-4431. - Vol. 11.2001, 2, p. 215-222
|
| Publisher: |
Elsevier |