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Innovative methods to analyze the stock market in Romania : studying the volatility of the Romanian stock market with the ARCH and GARCH models using the "R" software
Alexandru, Antoniade-Ciprian, (2013)
The accuracy of asymmetric GARCH model estimation
Charles, Amélie, (2019)
Special issue on high frequency data in finance
Baillie, Richard, (1997)
Benchmarks and the accuracy of GARCH model estimation
Brooks, Chris, (2001)
Autoregressive conditional kurtosis
Brooks, Chris, (2005)
Autoregressive Conditional Kurtosis
Brooks, Chris, (2010)