@article{Arag�2005, title = {Heteroskedasticity in the returns of the main world stock exchange indices: volume versus GARCH effects}, author = {Vicent Arag{\'o} and Luisa Nieto}, journal = {Journal of International Financial Markets, Institutions and Money}, month = {Jul}, number = {3}, pages = {271--284}, url = {http://www.sciencedirect.com/science/article/B6VGT-4DW3FC0-1/1/b97536162d22c25a5e00a526dcda983f}, volume = {15}, year = {2005}, biburl = {http://www.bibsonomy.org/bibtex/214d1f823175678ebdc6f4f5bc9f21016/smicha}, keywords = {GARCH effects } }