Author: | Akgiray, V. |
Title: | Conditional heteroscedasticity in time series of stock returns: evidence and forecasts. |
Journal: | Journal of Business
1989 : JAN, VOL. 62:1, p. 55-80 |
Index terms: | TIME SERIES STOCK MARKETS STATISTICAL METHODS MODELS FORECASTING |
Language: | eng |
Abstract: |
SCIMA