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~isPartOf:"Journal of international financial markets, institutions & money"
~person:"Aragó, Vicent"
~subject:"ARCH model"
~subject:"Zeitreihenanalyse"
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Heteroskedasticity in the returns of the main world stock exchange indices : volume versus GARCH effects
Aragó, Vicent
;
Nieto Soria, Luisa
- In:
Journal of international financial markets, …
15
(
2005
)
3
,
pp. 271-284
Persistent link: https://www.econbiz.de/10002922227
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