Generalized autoregressive conditional heteroskedasticity (GARCH) models for the estimation of the variance of the egyptian stock index
Awad, A. (2006). Generalized autoregressive conditional heteroskedasticity (GARCH) models for the estimation of the variance of the egyptian stock index. EKB Journal Management System, 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". EKB Journal Management System, 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', EKB Journal Management System, 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. EKB Journal Management System, 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, Page 1-19  XML PDF (18.19 MB)
DOI: 10.21608/caf.2006.141170
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Author
Albaioumy Awad
Faculty of commerce , Mansoura university
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