On the ARCH model with stationary liquidity

Marko Voutilainen*, Pauliina Ilmonen, Soledad Torres, Ciprian Tudor, Lauri Viitasaari

*Corresponding author for this work

Research output: Contribution to journalArticleScientificpeer-review

1 Citation (Scopus)
15 Downloads (Pure)

Fingerprint

Dive into the research topics of 'On the ARCH model with stationary liquidity'. Together they form a unique fingerprint.

Mathematics

Business & Economics