ON THE RATE OF INFORMATION ABSORPTION IN THE CONDITIONAL VARIANCE OF SES DUAL LISTED STOCKS (Q3523554): Difference between revisions

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+ARCH modeling in finance. A review of the theory and empirical evidence
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+Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances
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+A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices
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+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
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+The Price Variability-Volume Relationship on Speculative Markets
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+Publication:3523554