Magdalena Sokalska

City University of New York

Flushing, NY 11367

United States

SCHOLARLY PAPERS

2

DOWNLOADS

685

SSRN CITATIONS

0

CROSSREF CITATIONS

4

Scholarly Papers (2)

1.
Downloads 334 ( 61,113)
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 (NYU) - Department of Finance and City University of New York
Downloads 334 (100,123)

Abstract:

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Volatility, ARCH, Intra-day Returns

2.

What Drives Equity Returns in Central and Eastern Europe

Number of pages: 22 Posted: 30 May 2002
Magdalena Sokalska
City University of New York
Downloads 351 (95,400)
Citation 2

Abstract:

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