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
Pages :
5
From page :
949
To page :
953
Keywords :
Dynamic asset pricing: Generalized autoregressive conditional heteteroskedasticity , Stockmarket efficiency
Journal title :
Journal of Banking and Finance
Serial Year :
1995
Journal title :
Journal of Banking and Finance
Record number :
192797
Link To Document :
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