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Search: subject:"Generalized Autoregression Conditional Heteroscedasticity"
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subject:"Generalized autoregressive conditional heteroscedasticity"
(11,498 results)
1
An examination of the robustness of the weekend effect
Connolly, Robert A.
- In:
Journal of financial and quantitative analysis : JFQA
24
(
1989
)
2
,
pp. 133-169
Persistent link: https://www.econbiz.de/10001067243
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The message in daily exchange rates : a conditional-variance tale
Baillie, Richard
- In:
Journal of business & economic statistics : JBES ; a …
7
(
1989
)
3
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pp. 297-305
Persistent link: https://www.econbiz.de/10001069396
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