Syczewska, Ewa M. - Zakład Ekonometrii Stosowanej, Szkoła Główna … - 2010
We analyze daily quotes of the BUX index, main index of the Budapest stock exchange, for period 2nd Jan. 1991–30th Sept. 2008, checking nonstationarity of series, stationarity of returns, applying the ARCH tests to the series. This period was not without its perils for the Hungarian economy....