Title of article :
Heteroskedasticity in the returns of the main world stock exchange indices: volume versus GARCH effects
Author/Authors :
Vicent Arag?، نويسنده , , Luisa Nieto، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2005
Keywords :
GARCH effects , Mixture of distributions , Volatility persistence , Unexpected trading volume , Indexreturns
Journal title :
Journal of International Financial Markets, Institutions and Money
Journal title :
Journal of International Financial Markets, Institutions and Money
