Do We Need Stochastic Volatility and Generalised Autoregressive Conditional Heteroscedasticity? Comparing Squared End-Of-Day Returns on FTSE
Allen, D.E.; McAleer, M. Do We Need Stochastic Volatility and Generalised Autoregressive Conditional Heteroscedasticity? Comparing Squared End-Of-Day Returns on FTSE. Risks 2020, 8, 12. https://doi.org/10.3390/risks8010012
Allen DE, McAleer M. Do We Need Stochastic Volatility and Generalised Autoregressive Conditional Heteroscedasticity? Comparing Squared End-Of-Day Returns on FTSE. Risks. 2020; 8(1):12. https://doi.org/10.3390/risks8010012
Chicago/Turabian StyleAllen, David E., and Michael McAleer. 2020. "Do We Need Stochastic Volatility and Generalised Autoregressive Conditional Heteroscedasticity? Comparing Squared End-Of-Day Returns on FTSE" Risks 8, no. 1: 12. https://doi.org/10.3390/risks8010012