Stochastic chaos or ARCH effects in stock series? - A comparative study
Year of publication: |
2002
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Authors: | Kyrtsou, Catherine ; Terraza, Michel |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 11336225. - Vol. 11.2002, 4, p. 407-432
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