Using monthly returns to model conditional heteroscedasticity

Applied Economics

Volumn 35, Issue 7, 2003, Pages 791-801

  Joseph, Nathan Lael ^a  

^a ASTON UNIVERSITY   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

METHODOLOGY; MULTIVARIATE ANALYSIS;

EID: 0038660812     PISSN: 00036846     EISSN: None     Source Type: Journal    
DOI: 10.1080/0003684021000088536     Document Type: Article

References (16)

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