Stock returns and volatility : international evidence
Year of publication: |
2000
|
---|---|
Authors: | Paudyal, Krishna ; Saldanha, Liesl |
Published in: |
Advances in Pacific Basin financial markets. - Stamford, Conn. : JAI Press, ZDB-ID 1236143-4. - Vol. 5.1999, p. 229-258
|
Subject: | Aktie | Share | Kapitaleinkommen | Capital income | Risiko | Risk | Volatilität | Volatility | ARCH-Modell | ARCH model | Großbritannien | United Kingdom | USA | United States | Japan | Deutschland | Germany | Italien | Italy | ARMA-Modell | ARMA model | 1965-1994 |
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