The sources of GARCH: empirical evidence from an intraday returns model incorporating systematic and unique risks
Year of publication: |
1993
|
---|---|
Authors: | Laux, Paul A. ; Ng, Lilian K. |
Published in: |
Journal of International Money and Finance. - Elsevier, ISSN 0261-5606. - Vol. 12.1993, 5, p. 543-560
|
Publisher: |
Elsevier |
Saved in:
Online Resource
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