Regime Switching GARCH Models and GARCH Models, in Stock Market of the Developing Countries'
Year of publication: |
2012
|
---|---|
Authors: | Nazifi, Minoo |
Other Persons: | Fatahi, Shahram (contributor) |
Publisher: |
[2012]: [S.l.] : SSRN |
Subject: | ARCH-Modell | ARCH model | Aktienmarkt | Stock market | Volatilität | Volatility | Entwicklungsländer | Developing countries | Aktienindex | Stock index |
Extent: | 1 Online-Ressource (11 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 18, 2012 erstellt |
Other identifiers: | 10.2139/ssrn.1987428 [DOI] |
Classification: | C32 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
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