CONDITIONAL VOLATILITY OF MOST ACTIVE SHARES OF CASABLANCA STOCK EXCHANGE
Year of publication: |
2003-05-29
|
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Authors: | Bouhadi, Abdelhamid El |
Institutions: | EconWPA |
Subject: | Volatility | Asymmetric GARCH | none Linearity | MADEX | The stock exchange of Casablanca |
Extent: | application/pdf application/postscript application/msword |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Type of Document - Word; prepared on PC; to print on HP; |
Classification: | G14 - Information and Market Efficiency; Event Studies |
Source: |
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