Modeling Time-Varying Volatility and Expected Returns: Evidence from the GCC and MENA Regions
| Year of publication: |
2010
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| Authors: | Al Janabi, Mazin ; Hatemi-J, Abdulnasser ; Irandoust, Manuchehr |
| Published in: |
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets. - Armonk, NY : ME Sharpe, Inc, ISSN 1540-496X, ZDB-ID 20894727. - Vol. 46.2010, 5 (1.9.), p. 39-48
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