Threshold modelling of stock return volatility on Eastern European markets /
Sian, Kalvinder K.
University of Leicester.Department of Economics.
ACE Project.Econometric Inference into the Macroeconomic Dynamics of East European Economies.
University of Leicester.Centre for European Economic Studies.
Leicester : University of Leicester, Faculty of Social Sciences, Dept. of Economics,
1996.
At head of cover: University of Leicester, Centre for European Economic Studies.