An Autoregressive Heteroskedastic in the Mean (ARCH‐M) Analysis of International Stock Market Indexes
Year of publication: |
2000
|
---|---|
Authors: | Tsoukalas, Dimitrios |
Published in: |
Managerial Finance. - MCB UP Ltd, ISSN 1758-7743, ZDB-ID 2047612-7. - Vol. 26.2000, 12, p. 46-56
|
Publisher: |
MCB UP Ltd |
Subject: | Stock markets | USA | UK | Japan | International trade |
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