Using GARCH-in-mean model to investigate volatility and persistence at different frequencies for Bucharest Stock Exchange during 1997 - 2012
Iulian Panait; Ecaterina Oana Slǎvescu
| Year of publication: |
2012
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|---|---|
| Authors: | Panait, Iulian ; Slǎvescu, Ecaterina Oana |
| Published in: |
Theoretical and applied economics : GAER review. - Bucureşti : AGER, ISSN 1841-8678, ZDB-ID 26409707. - Vol. 19.2012, 5, p. 55-76
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| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10010081538