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

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An empirical study of volatility in five euro ...
Ari Agopyan
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Last edited by WorkBot
January 22, 2010 | History

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

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Publish Date
Publisher
UMIST
Language
English

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Book Details


Published in

Manchester

Edition Notes

13742.

MSc.

ID Numbers

Open Library
OL17851410M

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