Awad, A. (2006). Generalized autoregressive conditional heteroskedasticity (GARCH) models for the estimation of the variance of the egyptian stock index. test, 26(1), 1-19. doi: 10.21608/caf.2006.141170
Albaioumy Awad. "Generalized autoregressive conditional heteroskedasticity (GARCH) models for the estimation of the variance of the egyptian stock index". test, 26, 1, 2006, 1-19. doi: 10.21608/caf.2006.141170
Awad, A. (2006). 'Generalized autoregressive conditional heteroskedasticity (GARCH) models for the estimation of the variance of the egyptian stock index', test, 26(1), pp. 1-19. doi: 10.21608/caf.2006.141170
Awad, A. Generalized autoregressive conditional heteroskedasticity (GARCH) models for the estimation of the variance of the egyptian stock index. test, 2006; 26(1): 1-19. doi: 10.21608/caf.2006.141170

Generalized autoregressive conditional heteroskedasticity (GARCH) models for the estimation of the variance of the egyptian stock index

التجارة والتمويل
Article 13, Volume 26, Issue 1, January 2006, Pages 1-19    PDF (18.19 M)
DOI: 10.21608/caf.2006.141170
Author
Albaioumy Awad
Faculty of commerce , Mansoura university
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