2003•Economics LettersRequires access

GARCH estimation and discrete stock prices: an application to low-priced Australian stocks

Henrik Amilon

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Key concepts: Autoregressive conditional heteroskedasticity, Stock (firearms), Econometrics, Economics, Estimation, Financial economics, Volatility (finance), Geography

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GARCH estimation and discrete stock prices: an application to low-priced Australian stocks — Research Paper | ScholarLens