Title of article :
A censored–GARCH model of asset returns with price limits
Author/Authors :
Steven X. Wei، نويسنده ,
Issue Information :
دوماهنامه با شماره پیاپی سال 2002
Pages :
27
From page :
197
To page :
223
Keywords :
Price limits , Censored–GARCH model , Griddy Gibbs sampler-data augmentation
Journal title :
Journal of Empirical Finance
Serial Year :
2002
Journal title :
Journal of Empirical Finance
Record number :
130711
Link To Document :
https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=130711
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