Modeling volatility in sector index returns with GARCH...

Journal of Economics and Finance 2004 / SUM Vol. 28; Iss. 2

Modeling volatility in sector index returns with GARCH models using an iterated algorithm

Farooq Malik, Syed Aun Hassan
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Volume:
28
Language:
english
Pages:
15
DOI:
10.1007/bf02761612
Date:
January, 2004
File:
PDF, 784 KB
english, 2004
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