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Volumn 14, Issue S1, 2010, Pages 137-144

A TEST of the GARCH(1, 1) SPECIFICATION for DAILY STOCK RETURNS

Author keywords

GARCH; Model Evaluation; Stock Returns; Volatility

Indexed keywords


EID: 77951954911     PISSN: 13651005     EISSN: 14698056     Source Type: Journal    
DOI: 10.1017/S1365100510000015     Document Type: Article
Times cited : (8)

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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.