Author： Hwang Soosung Valls Pereira Pedro
Publisher： Routledge Ltd
ISSN： 1466-4364
Source： The European Journal of Finance, Vol.12, Iss.6-7, 2006-10, pp. : 473-494
Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.
Abstract
Related content
Testing for persistence in stock returns with GARCH-stable shocks
By Bidarkota Prasad Mcculloch J
Quantitative Finance, Vol. 4, Iss. 3, 2004-06 ,pp. :
Access to resources
Recommend
By Javaheri Alireza Wilmott Paul Haug Espen G
Quantitative Finance, Vol. 4, Iss. 5, 2004-10 ,pp. :
GARCH model selection criteria
By Mitchell Heather Mckenzie Michael
Quantitative Finance, Vol. 3, Iss. 4, 2003-08 ,pp. :
An empirical comparison of GARCH option pricing models
Review of Derivatives Research, Vol. 8, Iss. 3, 2005-12 ,pp. :