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%0 Journal Article
%1 Brooks2001
%A Brooks, Robert D.
%A Faff, Robert W.
%A Fry, Tim R. L.
%D 2001
%J Journal of International Financial Markets, Institutions and Money
%K GARCH models
%N 2
%P 215--222
%T GARCH modelling of individual stock data: the impact of censoring, firm size and trading volume
%U http://www.sciencedirect.com/science/article/B6VGT-42M76P0-6/1/dd37278a2b4ef9b0ac15cf1367bea33d
%V 11
@article{Brooks2001,
added-at = {2008-04-29T08:06:25.000+0200},
author = {Brooks, Robert D. and Faff, Robert W. and Fry, Tim R. L.},
biburl = {https://www.bibsonomy.org/bibtex/2f535cad18b3885c59c482c197ec9f5d2/smicha},
interhash = {94bc4c85ebe20e994a4accbd55b12288},
intrahash = {f535cad18b3885c59c482c197ec9f5d2},
journal = {Journal of International Financial Markets, Institutions and Money},
keywords = {GARCH models},
month = Jun,
number = 2,
pages = {215--222},
timestamp = {2008-04-29T08:07:04.000+0200},
title = {GARCH modelling of individual stock data: the impact of censoring, firm size and trading volume},
url = {http://www.sciencedirect.com/science/article/B6VGT-42M76P0-6/1/dd37278a2b4ef9b0ac15cf1367bea33d},
volume = 11,
year = 2001
}