Stochastic chaos or ARCH effects in stock series?: A comparative study
| Year of publication: |
2002
|
|---|---|
| Authors: | Kyrtsou, Catherine ; Terraza, Michel |
| Published in: |
International Review of Financial Analysis. - Elsevier, ISSN 1057-5219. - Vol. 11.2002, 4, p. 407-431
|
| Publisher: |
Elsevier |