Stochastic volatility and time-varying country risk in emerging markets
Year of publication: |
2009
|
---|---|
Authors: | Johansson, Anders C. |
Published in: |
The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 15.2009, 3/4, p. 337-363
|
Subject: | Stochastischer Prozess | Stochastic process | Volatilität | Volatility | Länderrisiko | Country risk | CAPM | Schwellenländer | Emerging economies | Welt | World |
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