Changes in the Unconditional Variance and Autoregressive Conditional Heteroscedasticity

Changes in the Unconditional Variance and Autoregressive Conditional Heteroscedasticity

International Journal of Economics and Financial Issues

2016-Cilt: 6 Sayı: 4

1338-1343

Autoregressive Conditional Heteroscedasticity, Stock Returns, Unconditional Variance

2637

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