Return and volatility dynamics among four African equity markets : a multivariate VAR-EGARCH analysis
Year of publication: |
2014
|
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Authors: | Kuttu, Saint |
Published in: |
Global finance journal. - Amsterdam [u.a.] : Elsevier Inc., ISSN 1044-0283, ZDB-ID 1117243-5. - Vol. 25.2014, 1, p. 56-69
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Subject: | Returns | Volatility | Interdependence | Thin trading | Equity | Volatilität | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | ARCH-Modell | ARCH model | Börsenkurs | Share price |
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