Fitting the EGARCH Model to Italian Stock Returns

Authors
De Santis, Giorgio
Citation
Giorgio De Santis, Fitting the EGARCH Model to Italian Stock Returns, Ricerche economiche, (1), 1991, pp. 21
Journal title
Ricerche economiche
ISSN journal
00355054 → ACNP
Issue
1
Year of publication
1991
Database
ESSPER
SICI code
0035-5054(1991)50:1<21:FTEMTI>2.0.ZU;2-3