Stock return process and expected depreciation over the Asian financial crisis
Author:
Publisher
Informa UK Limited
Subject
Economics and Econometrics
Link
http://www.tandfonline.com/doi/pdf/10.1080/00036840122487
Reference11 articles.
1. ARCH MODELS: PROPERTIES, ESTIMATION AND TESTING
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3. ARCH modeling in finance
4. Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root
5. Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
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