Modeling asset market volatility in a small market: Accounting for non-synchronous trading effects

Journal of International Financial Markets, Institutions and Money

Volumn 9, Issue 1, 1999, Pages 1-18

  Lange, Stephen ^a  

^a UNIVERSITY OF VIRGINIA   (United States)

Author keywords

GARCH; Non synchronous trading

Indexed keywords

EID: 0032615693     PISSN: 10424431     EISSN: None     Source Type: Journal    
DOI: 10.1016/S1042-4431(98)00033-X     Document Type: Article

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