Modelling return and volatility in emerging stock markets : a Markov switching approach
Year of publication: |
2009
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Authors: | Kenourgios, Dimitris ; Samitas, Aristeidis |
Published in: |
International journal of economic research. - New Delhi : Serials Publ., ISSN 0972-9380, ZDB-ID 2467368-7. - Vol. 6.2009, 1, p. 97-108
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Subject: | Aktienmarkt | Stock market | Schwellenländer | Emerging economies | Volatilität | Volatility | Markov-Kette | Markov chain | Theorie | Theory | Südosteuropa | Southeastern Europe |
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