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January 22, 2010 | History

An empirical study of volatility in five european stock markets using garch models 1 edition

An empirical study of volatility in five european stock markets using ...
Ari Agopyan

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An empirical study of volatility in five european stock markets using garch models
Ari Agopyan ; supervised by P. Wang.

Published 1998 by UMIST in Manchester .
Written in English.

Edition Notes

13742.

MSc.

ID Numbers

Open Library
OL17851410M

History Created December 11, 2009 · 2 revisions Download catalog record: RDF / JSON

January 22, 2010 Edited by WorkBot add more information to works
December 11, 2009 Created by WorkBot add works page