Extreme observations and diversification in Latin American emerging equity markets
Year of publication: |
2001
|
---|---|
Authors: | Susmel, Raul |
Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 20.2001, 7, p. 971-986
|
Subject: | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | Portfolio-Investition | Foreign portfolio investment | Portfolio-Management | Portfolio selection | Lateinamerika | Latin America |
-
The risk-return trade-off of investing in Latin American emerging stock markets
Vedd, Rishma, (2014)
-
Extreme observations and diversification in Latin American emerging equity markets
Susmel, Raul, (1998)
-
Contreras-Pacheco, Orlando E., (2016)
- More ...
-
Hourly volatility spillovers between international equity markets
Susmel, Raul, (1992)
-
Common volatility in international equity markets
Engle, Robert F., (1992)
-
Autoregressive conditional heteroskedasticity and changes in regime
Hamilton, James D., (1993)
- More ...