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Using GARCH-in-mean model to investigate volatility and persistence at different frequencies for Bucharest Stock Exchange during 1997 - 2012
Panait, Iulian; Slavescu, Ecaterina Oana - In: Theoretical and applied economics : GAER review 19 (2012) 8, pp. 63-84
Persistent link: https://www.econbiz.de/10009684260
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Using GARCH-in-mean model to investigate volatility and persistence at different frequencies for Bucharest Stock Exchange during 1997 - 2012
Panait, Iulian; Slǎvescu, Ecaterina Oana - In: Theoretical and applied economics : GAER review 19 (2012) 5, pp. 55-76
Persistent link: https://www.econbiz.de/10009684272