A multivariate GARCH analysis for South and North American stock market volatility
Year of publication: |
2011
|
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Authors: | Ajmi, Ahdi Noomen |
Published in: |
The empirical economics letters : a monthly international journal of economics. - Rajshahi, ISSN 1681-8997, ZDB-ID 2560109-X. - Vol. 10.2011, 6, p. 603-612
|
Subject: | Börsenkurs | Share price | Volatilität | Volatility | Kapitaleinkommen | Capital income | ARCH-Modell | ARCH model | Südamerika | South America | Nordamerika | North America | 2000-2010 |
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