Browsing by Subject GARCH
Showing results 4 to 6 of 6
< previous
Issue Date | Title | Author(s) |
---|---|---|
2012 | Risk and seasonal effects: International evidence | Chen, Q |
2009 | Sudden changes in volatility: The case of five central European stock markets | Moore, T |
2009 | The volatility spillover from the market to disaggregated industry stocks: the case for the US and UK | Moore, T |