Magdalena E. Sokalska

affiliation not provided to SSRN

No Address Available

SCHOLARLY PAPERS

1

DOWNLOADS

155

CITATIONS
Rank 45,234

SSRN RANKINGS

Top 45,234

in Total Papers Citations

3

Scholarly Papers (1)

1.
Downloads 155 ( 55,388)
Citation 3

High Frequency Multiplicative Component GARCH

NYU Working Paper No.
Number of pages: 29 Posted: 03 Nov 2008
Magdalena E. Sokalska, Ananda Chanda and Robert F. Engle
affiliation not provided to SSRN, Morgan Stanley and New York University - Leonard N. Stern School of Business - Department of Economics
Downloads 155 (155,984)
Citation 3

Abstract: