Long memory volatility in the stock market returns : evidence from the crisis in Hong Kong
Year of publication: |
2011
|
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Authors: | Selmi, Nadhem ; Hachicha, Nejib ; Ajmi, Ahdi Noomen |
Published in: |
The empirical economics letters : a monthly international journal of economics. - Rajshahi, ISSN 1681-8997, ZDB-ID 2560109-X. - Vol. 10.2011, 3, p. 269-280
|
Subject: | Finanzkrise | Financial crisis | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Volatilität | Volatility | ARCH-Modell | ARCH model | Hongkong | Hong Kong | 1991-2005 |
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