Amado PEİRÓ
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
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