Return relationships among European equity sectors: A comparative analysis across selected sectors in small and large economies.
Year of publication: |
2005
|
---|---|
Authors: | Taing, Siv ; Worthington, Andrew |
Published in: |
Journal of Applied Economics. - Universidad del CEMA, ISSN 1667-6726. - Vol. VIII.2005, November, 2, p. 371-388
|
Publisher: |
Universidad del CEMA |
Subject: | Risk and return | volatility | autoregressive conditional heteroskedasticity |
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