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

Author: Barry Harrison; David Paton; Nottingham Trent University. Department of Economics and Politics.
Publisher: Nottingham : Dept. of Economics and Politics, Nottingham Trent University, 2004.
Series: Discussion papers in applied economics and policy, no. 2004/3.
Edition/Format:   Print book : EnglishView all editions and formats
Database:WorldCat
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Document Type: Book
All Authors / Contributors: Barry Harrison; David Paton; Nottingham Trent University. Department of Economics and Politics.
OCLC Number: 57061800
Notes: Cover title.
Description: 15 pages ; 21 cm.
Series Title: Discussion papers in applied economics and policy, no. 2004/3.
Responsibility: Barry Harrison and David Paton.

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