Time-varying volatility modelling of baltic stock markets [Baltijos vertybinių popierių rinkų nepastovumo modeliavimas]
Abstract
As time-varying volatility has found applications in roughly all time series modelling in economics, it largely draws attention in the areas of financial markets. This study also examines the characteristics of conditional volatility in the Baltic Stock M
URI
https://www.scopus.com/inward/record.uri?eid=2-s2.0-77958594710&doi=10.3846%2fjbem.2010.25&partnerID=40&md5=19c9bd702d1016d1826a3dee48a95b44https://dspace.yasar.edu.tr/xmlui/handle/20.500.12742/10692
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