Title of article :
A note on GARCH predictable variances and stock market efficiency
Author/Authors :
Walter S. A. Schwaiger، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 1995
Keywords :
Dynamic asset pricing: Generalized autoregressive conditional heteteroskedasticity , Stockmarket efficiency
Journal title :
Journal of Banking and Finance
Journal title :
Journal of Banking and Finance