Common volatility in international equity markets
Robert F. Engle ; Raul Susmel
| Year of publication: |
1993
|
|---|---|
| Authors: | Engle, Robert F. |
| Other Persons: | Susmel, Raul (contributor) |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 11.1993, 2, p. 167-176
|
| Subject: | Börsenkurs | Share price | Arbitrage | Zeitreihenanalyse | Time series analysis | 1980-1988 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001142130