MODELING OF VOLATILITY IN THE ROMANIAN CAPITAL MARKET
Year of publication: |
2012
|
---|---|
Authors: | Claudiu, OPREANA ; Vasile, BRATIAN |
Published in: |
Studies in Business and Economics. - Facultatea de Ştiinţe Economice. - Vol. 7.2012, 3, p. 113-128
|
Publisher: |
Facultatea de Ştiinţe Economice |
Subject: | volatility | GARCH models | autocorrelation | normal distribution |
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