Warianty tytułu
Języki publikacji
Abstrakty
The aim of this paper is to examine the properties of conditional variances of returns for stocks and indices quoted on the Warsaw Stock Exchange. The plan of the paper is as follows: the basic GARCH models are described very shortly in section 2, empirical results for Polish stock returns are presented in section 3 and conclusions are given in section 4.(fragment of text)
Twórcy
autor
- Nicolaus Copernicus University in Toruń, Poland
Bibliografia
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Typ dokumentu
Bibliografia
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bwmeta1.element.ekon-element-000171298647