GARCH modelling of individual stock data: The impact of censoring, firm size and trading volume

Robert D Brooks, Robert W Faff, Timothy R L Fry

Research output: Contribution to journalArticleResearchpeer-review

15 Citations (Scopus)
Original languageEnglish
Pages (from-to)215 - 222
Number of pages8
JournalJournal of International Financial Markets, Institutions and Money
Volume11
Publication statusPublished - 2001

Cite this