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
Authors:	Panait, Iulian ; Slǎvescu, Ecaterina Oana
Published in:	Theoretical and applied economics : GAER review. - Bucureşti : AGER, ISSN 1841-8678, ZDB-ID 2640970-7. - Vol. 19.2012, 5, p. 55-76
Subject:	Aktienmarkt \| Stock market \| Kapitaleinkommen \| Capital income \| Volatilität \| Volatility \| ARCH-Modell \| ARCH model \| Data Mining \| Data mining \| Rumänien \| Romania \| 1997-2012

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