Sources of Mexican equity volatility
Year of publication: |
2004
|
---|---|
Authors: | Suarez, Dante ; Walz, Daniel T. ; Walz, Diane |
Published in: |
Journal of emerging markets. - New York, NY, ISSN 1083-9798, ZDB-ID 1496649-9. - Vol. 9.2004, 2, p. 5-20
|
Subject: | Aktienmarkt | Stock market | Volatilität | Volatility | ARCH-Modell | ARCH model | Schätzung | Estimation | Mexiko | Mexico |
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