Asymmetric stationarity in national stock market indices : an MTAR analysis
Year of publication: |
2006
|
---|---|
Authors: | Self, James K. ; Mathur, Iqbal |
Published in: |
The journal of business : B. - Chicago, Ill. : Univ. of Chicago Press, ISSN 0021-9398, ZDB-ID 241617-7. - Vol. 79.2006, 6, p. 3153-3174
|
Subject: | Aktienindex | Stock index | Effizienzmarkthypothese | Efficient market hypothesis | Schätzung | Estimation | G7-Staaten | G7 countries |
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