Heteroskedasticity in the returns of the main world stock exchange indices: volume versus GARCH effects
Vicent Arago and
Luisa Nieto
Journal of International Financial Markets, Institutions and Money, 2005, vol. 15, issue 3, 271-284
Date: 2005
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Persistent link: https://EconPapers.repec.org/RePEc:eee:intfin:v:15:y:2005:i:3:p:271-284
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