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GOOD NEWS, BAD NEWS AND GARCH EFFECTS IN STOCK RETURN DATA
JEL Classification: jel:C32 jel:G14
Microsoft Academic Graph classification: Stock return Autoregressive conditional heteroskedasticity Autocorrelation Economics Econometrics Sample (statistics) Variance (accounting)
information flows; autocorrelation, General Economics, Econometrics and Finance
information flows; autocorrelation, General Economics, Econometrics and Finance
JEL Classification: jel:C32 jel:G14
Microsoft Academic Graph classification: Stock return Autoregressive conditional heteroskedasticity Autocorrelation Economics Econometrics Sample (statistics) Variance (accounting)
- The University of Texas at Arlington United States
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