Generalized autoregressive conditional heteroskedasticity (GARCH) models for the estimation of the variance of the egyptian stock index

Awad, Albaioumy. (2006). Generalized autoregressive conditional heteroskedasticity (GARCH) models for the estimation of the variance of the egyptian stock index. التجارة والتمويل, 26(1), 1-19. doi: 10.21608/caf.2006.141170

Albaioumy Awad. "Generalized autoregressive conditional heteroskedasticity (GARCH) models for the estimation of the variance of the egyptian stock index". التجارة والتمويل, 26, 1, 2006, 1-19. doi: 10.21608/caf.2006.141170

Awad, Albaioumy. (2006). 'Generalized autoregressive conditional heteroskedasticity (GARCH) models for the estimation of the variance of the egyptian stock index', التجارة والتمويل, 26(1), pp. 1-19. doi: 10.21608/caf.2006.141170

Awad, Albaioumy. Generalized autoregressive conditional heteroskedasticity (GARCH) models for the estimation of the variance of the egyptian stock index. التجارة والتمويل, 2006; 26(1): 1-19. doi: 10.21608/caf.2006.141170