Lithuanian stock market analysis using a set of garch models

Journal of Business Economics and Management

Volumn 10, Issue 4, 2009, Pages 349-360

  Teresiene, Deimante ^a  

^a VILNIUS UNIVERSITY   (Lithuania)

Author keywords

GARCH models; Index; Leverage effect; Stock price; Volatility

Indexed keywords

EID: 76049112047     PISSN: 16111699     EISSN: None     Source Type: Journal    
DOI: 10.3846/1611-1699.2009.10.349-360     Document Type: Article

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