Asymmetric stochastic volatility in Central and Eastern European stock markets
Year of publication: |
2016
|
---|---|
Authors: | Hepsag, Aycan |
Published in: |
Theoretical and applied economics : GAER review. - Bucureşti : AGER, ISSN 1841-8678, ZDB-ID 2640970-7. - Vol. 23.2016, 2, p. 135-144
|
Subject: | Asymmetric Stochastic Volatility | MCMC | Central and Eastern European Markets | Aktienmarkt | Stock market | Kapitalmarktrendite | Capital market returns | Börsenkurs | Share price | Volatilität | Volatility | Schätzung | Estimation | Nordeuropa | Northern Europe | Dänemark | Denmark | Finnland | Finland | Norwegen | Norway | Schweden | Sweden | 2009-2016 |
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