Revistes Publicacions URV: SORT - Statistics and Operations Research Transactions> 2004

Modelling stock returns with AR-GARCH processes

  • Identification data

    Identifier: RP:2270
    Handle: https://hdl.handle.net/20.500.11797/RP2270
    Authors:

  • Others:

    URV's Author/s: Gasowski, Miroslaw Ferenstein, Elzbieta
    Journal publication year: 2004
    Publication Type: info:eu-repo/semantics/publishedVersion info:eu-repo/semantics/article