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The GARCH and volume relationship with heteroscedasticity in stock returns on the Jamaica stock exchange

Hamilton, Jacqueline

The GARCH and volume relationship with heteroscedasticity in stock returns on the Jamaica stock exchange - [St. Augustine]TT [Caribbean Centre for Money & Finance] 1996 - 9, [7] p.

Investigates the GARCH effect in the returns of three of the companies listed on the Jamaica Stock Exchange.

11.02.01 M742ha(1996)










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