Dynamique non-linéaire des marchés boursiers du G7 : une application des modèles STAR
Year of publication: |
2007
|
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Authors: | Jawadi, Fredj ; Koubbaa, Yosra |
Published in: |
Finance : revue de l'Association Française de Finance. - Grenoble : Presses Universitaires de Grenoble, ISSN 0752-6180, ZDB-ID 614796-3. - Vol. 28.2007, 1, p. 29-74
|
Subject: | Smooth Transition Autoregressive Model | Aktienmarkt | Stock market | Börsenkurs | Share price | Nichtlineare Dynamik | Nonlinear dynamics | Transaktionskosten | Transaction costs | Asymmetrische Information | Asymmetric information | Theorie | Theory |
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