%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 }