Sanctions and the Russian stock market
Year of publication: |
April 2017
|
---|---|
Authors: | Ankudinov, Andrej B. ; Ibragimov, Rustam Ju. ; Lebedev, Oleg V. |
Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 40.2017, p. 150-162
|
Subject: | Heavy tails | Russia | Structural breaks | Sanctions | Stock market | Volatility | Russland | Aktienmarkt | Sanktion | Sanction | Volatilität | Strukturbruch | Structural break | ARCH-Modell | ARCH model | Börsenkurs | Share price |
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