Loughborough University
Leicestershire, UK
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Loughborough University

Loughborough University Institutional Repository

Browsing by Subject GARCH

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Issue DateTitleAuthor(s)
11-Feb-2004Market capitalization and efficiency. Does it matter? Evidence from the Athens Stock ExchangePanagiotidis, Theodore
2015Nonlinear exponential autoregressive time series models with conditional heteroskedastic errors with applications to economics and financeKatsiampa, Paraskevi
2016On the choice of GARCH parameters for efficient modelling of real stock price dynamicsPokhilchuk, K.A.; Savel'ev, Sergey
2014Stochastic GARCH dynamics describing correlations between stocksPrat-Ortega, G.; Savel'ev, Sergey
Showing results 1 to 4 of 4