Dynamic correlations and volatility effects in the Balkan equity markets
Theodore Syriopoulos; Efthimios Roumpis
| Year of publication: |
2009
|
|---|---|
| Authors: | Syriopoulos, Theodore ; Roumpis, Efthimios |
| Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 19.2009, 4, p. 565-587
|
| Subject: | Portfolio-Management | Portfolio selection | ARCH-Modell | ARCH model | Korrelation | Correlation | Finanzmarkt | Financial market | Südosteuropa | Southeastern Europe |
| Extent: | graph. Darst. |
|---|---|
| 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/10003879499