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Heteroskedasticity in the returns of the main world stock exchange indices: volume versus GARCH effects

Journal of International Financial Markets, Institutions and Money, 15(3): 271--284, 2005.
Authors: Vicent Arag{\'o} and Luisa Nieto
URL: http://www.sciencedirect.com/science/article/B6VGT-4DW3FC0-1/1/b97536162d22c25a5e00a526dcda983f
Tags: GARCH effects
| URL | BibTeX  
@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},
keywords = {GARCH effects }
}