Title of article
GARCH modelling of individual stock data: the impact of censoring, firm size and trading volume
Author/Authors
Robert D. Brooks، نويسنده , , Robert W. Faff، نويسنده , , Tim R. L. Fry، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2001
Pages
8
From page
215
To page
222
Keywords
Australian Stock Market , GARCH models , Censoring
Journal title
Journal of International Financial Markets, Institutions and Money
Serial Year
2001
Journal title
Journal of International Financial Markets, Institutions and Money
Record number
189618
Link To Document