Work

Modelling conditional heteroskedasticity: Application to the "IBEX-35" stock-return index

Year: 1999

Type: article

Source: Spanish Economic Review

DOI: 10.1007/s101080050010

Authors: Angel León, Juan Mora

Institution: University of Alicante

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2011662934

FWCI: 8.2

Cites: 40

Cited by: 24

Related to: 10