Magdalena Sokalska

City University of New York

Flushing, NY 11367

United States

SCHOLARLY PAPERS

2

DOWNLOADS

675

SSRN CITATIONS

0

CROSSREF CITATIONS

4

Scholarly Papers (2)

1.
Downloads 324 ( 59,046)
Citation 2

High Frequency Multiplicative Component GARCH

NYU Working Paper No. SC-CFE-05-05
Number of pages: 30 Posted: 07 Nov 2008
Robert F. Engle and Magdalena Sokalska
New York University - Leonard N. Stern School of Business - Department of Economics and City University of New York
Downloads 324 (97,050)

Abstract:

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Volatility, ARCH, Intra-day Returns

2.

What Drives Equity Returns in Central and Eastern Europe

Warsaw School of Economics, Institute of Econometrics; EFA 2002 Berlin Meetings Presented Paper
Number of pages: 22 Posted: 30 May 2002
Magdalena Sokalska
City University of New York
Downloads 351 (89,353)
Citation 2

Abstract:

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