On the persistence and volatility in European, American and Asian stocks bull and bear markets
Luis A. Gil-Alana; Olanrewaju I. Shittu; OlaOluwa S. Yaya
| Year of publication: |
2014
|
|---|---|
| Authors: | Gil-Alaña, Luis A. ; Shittu, Olanrewaju I. ; Yaya, OlaOluwa S. |
| Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 40.2014, p. 149-162
|
| Subject: | Long memory | Stock returns | Volatility | Bull and bear periods | Schätzung | Estimation | Volatilität | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Aktienmarkt | Stock market | Zeitreihenanalyse | Time series analysis |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010239995