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    STUDIA OECONOMICA - Issue no. 2 / 2000  

  Abstract:  The Autoregressive Conditional Heteroskedastic Model of the BET index.The existance of extreme variations, aswell as the rejection of the normality of the financial stocks hypothesis have imposed the usage of the heteroskedastic model.The study of the official BET index suggests the same model.The usage of such a model catches reality even better as compared to the classic models which attempt to correct the extreme variations and are based on the homoskedastic hypothesis.  
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