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
Keywords :
Australian Stock Market , GARCH models , Censoring
Journal title :
Journal of International Financial Markets, Institutions and Money
Journal title :
Journal of International Financial Markets, Institutions and Money
