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An empirical analysis of Belgian daily returns using GARCH models

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  • J-F. Cloquette
  • Marcel Gérard
  • Moncef Hadhri

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  • J-F. Cloquette & Marcel Gérard & Moncef Hadhri, 1995. "An empirical analysis of Belgian daily returns using GARCH models," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, vol. 148, pages 513-534.
    • Handle: RePEc:bxr:bxrceb:2013/12973
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    Cited by:

    1. Marasovic, Branka & Babic, Zoran, 2011. "Two-step multi-criteria model for selecting optimal portfolio," International Journal of Production Economics, Elsevier, vol. 134(1), pages 58-66, November.
    2. Altannar Chinchuluun & Panos Pardalos, 2007. "A survey of recent developments in multiobjective optimization," Annals of Operations Research, Springer, vol. 154(1), pages 29-50, October.

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