An Empirical Examination of Stability, Predictability, and Volatility of Middle Eastern and African Emerging Stock Markets
Year of publication: |
2004
|
---|---|
Authors: | Haque, Mahfuzul ; Hassan, M. Kabir ; Maroney, Neal ; Sackley, William |
Published in: |
Review of Middle East Economics and Finance. - Berkeley Electronic Press. - Vol. 2.2004, 1, p. 2-2
|
Publisher: |
Berkeley Electronic Press |
Subject: | risk premium | stability | predictability | volatility | GARCH-M | emerging stock markets |
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