GARCH modelling of individual stock data: the impact of censoring, firm size and trading volume
| Year of publication: |
2001
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|---|---|
| Authors: | Brooks, Robert D. ; Faff, Robert W. ; Fry, Tim R.L. |
| Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 11173178. - Vol. 11.2001, 2, p. 215-222
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