Modelling the volatility in East European emerging stock markets : evidence on Hungary and Poland
Year of publication: |
2001
|
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Authors: | Poshakwale, Sunil S. ; Murinde, Victor |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 11.2001, 4, p. 445-456
|
Subject: | Aktienmarkt | Stock market | Volatilität | Volatility | Polen | Poland | ARCH-Modell | ARCH model | Ungarn | Hungary |
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