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Liquidity-Based Extensions of GARCH Models of Stock Volatility

Master-Arbeit Univ. St. Gallen, 2005.

Identiferoai:union.ndltd.org:OCLC/oai:xtcat.oclc.org:OCLCNo/611088735
Date January 2005
CreatorsGonzalez, Raul.
PublisherSt. Gallen,
Source SetsOCLC
LanguageEnglish
Detected LanguageEnglish
SourceDownload (PDF) via World Wide Web für Universität St. Gallen

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