Non-linear dependence and conditional heteroscedasticity in stock returns evidence from the Norwegian thinly traded equity market
Year of publication: |
2005
|
---|---|
Authors: | Solibakke, Per Bjarte |
Published in: |
The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 11.2005, 2, p. 111-136
|
Subject: | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | Handelsvolumen der Börse | Trading volume | Schätzung | Estimation | Norwegen | Norway |
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