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