Details
Title
Volatility Persistence and Predictability of Squared Returns in GARCH(1,1) ModelsJournal title
Central European Journal of Economic Modelling and EconometricsYearbook
2009Numer
No 3Authors
Keywords
GARCH Models ; returns ; time series ; volatility persistenceDivisions of PAS
Nauki Humanistyczne i SpołeczneCoverage
285-291Publisher
Oddział PAN w ŁodziDate
30.09.2009Type
Artykuły / ArticlesIdentifier
ISSN - 2080-0886, ISSN online - 2080-119XDOI
10.24425/cejeme.2009.122236