Cover image not available

Do 'fat tails' matter in Garch estimation? : Stock market efficiency in Romania and the Czech Republic

Barry Harrison

Publication Data

Title Do 'fat tails' matter in Garch estimation? : Stock market efficiency in Romania and the Czech Republic
Author Barry Harrison
Contributors David Paton, David Paton
Publisher Department of Accountancy, Finance and Economics, Nottingham Trent University
Publication date 2004
Publication location Nottingham
Language English

Descriptive Notes

Title from cover.

Topics

Stock price forecasting :: Czech Republic :: Econometric models
Stock price forecasting :: Romania :: Econometric models

Catalogue Data

OBNB ID GBA487262
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book

ISBD

P1053 15 p

Buy a copy

OBNB doesn't sell books, but you may be able to find a copy at one of these websites:

Do 'fat tails' matter in Garch estimation? : Stock market efficiency in Romania and the Czech Republic by Barry Harrison. Published by Department of Accountancy, Finance and Economics, Nottingham Trent University in 2004. Publication and catalogue information, links to buy online and reader comments.