Work

Do ‘Fat Tails’ Matter in GARCH Estimation? Stock Market Efficiency in Romania and the Czech Republic

Year: 2004

Type: preprint

Source: RePEc: Research Papers in Economics

Authors: Barry Harrison, David Paton

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1547755444

Cites: 21

Cited by: 23

Related to: 10