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Modelling conditional heteroskedasticity: Application to the "IBEX-35" stock-return index
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Modelling conditional heteroskedasticity: Application to the "IBEX-35" stock-return index
Modelling conditional heteroskedasticity: Application to the "IBEX-35" stock-return index
Authors:
AL
Angel León
Angel León
JM
Juan Mora
Juan Mora
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1 November 1999
journal article
Published by
Springer Nature
in
Spanish Economic Review
Vol. 1
(3)
,
215-238
DOI:
10.1007/s101080050010
Abstract
No abstract available
Keywords
VOLATILITY
ASYMMETRIC
STOCK RETURN
HETEROSKEDASTICITY
GARCH MODELS
RETURNS
IBEX
Cited
Cited by 13 articles
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