Measuring volatility using bilinear GARCH models.

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dc.contributor.authorBiekpe NB
dc.contributor.authorMoore E
dc.date.accessioned2013-01-23T10:11:11Z
dc.date.available2013-01-23T10:11:11Z
dc.date.issued2000
dc.descriptionEkonomiese En Bestuurswetenskappe
dc.descriptionNagraadse Bestuurskool
dc.descriptionPlease help us populate SUNScholar with the post print version of this article. It can be e-mailed to: scholar@sun.ac.za
dc.identifier.citationInvestment Analysts
dc.identifier.urihttp://hdl.handle.net/10019.1/73066
dc.publisherInvestment Society of Southern Africa, P O Box 131, Ferndale 2160, South Africa
dc.titleMeasuring volatility using bilinear GARCH models.
dc.typeJournal Articles (subsidised)
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