Do ‘Fat Tails’ Matter in GARCH Estimation? Stock Market Efficiency in Romania and the Czech Republic
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References listed on IDEAS
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More about this item
KeywordsGARCH; transition; stock market efficiency;
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- P34 - Economic Systems - - Socialist Institutions and Their Transitions - - - Finance
StatisticsAccess and download statistics
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