The Sources of Garch: Empirical Evidence from an Intraday Returns Model Incorporating Systematic and Unique Risks

AuthID
P-009-52D
2
Author(s)
Ng, LK
Document Type
Article
Year published
1993
Published
in Journal of International Money and Finance, ISSN: 0261-5606
Volume: 12, Issue: 5, Pages: 543-560
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Publication Identifiers
Scopus: 2-s2.0-0001725267
Source Identifiers
ISSN: 0261-5606
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