Liquidity-Based Extensions of GARCH Models of Stock Volatility

Description

Master-Arbeit Univ. St. Gallen, 2005.

Links & Downloads

1. http://www.biblio.unisg.ch/org/biblio/edoc.nsf/wwwDisplayIdentifier/03608031001/$FILE/03608031001.pdf

Tags

Additional Fields

Identifer	oai:union.ndltd.org:OCLC/oai:xtcat.oclc.org:OCLCNo/611088735
Date	January 2005
Creators	Gonzalez, Raul.
Publisher	St. Gallen,
Source Sets	OCLC
Language	English
Detected Language	English
Source	Download (PDF) via World Wide Web für Universität St. Gallen