Stock returns in emerging markets and the use of GARCH models
Year of publication: |
2011
|
---|---|
Authors: | Bonilla, Claudio A. ; Sepúlveda, Jean |
Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 18.2011, 13/15, p. 1321-1325
|
Subject: | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Volatilität | Volatility | ARCH-Modell | ARCH model | Schwellenländer | Emerging economies | 1993-2010 |
Type of publication: | Article |
---|---|
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | GARCH = Generalized autoregressive conditional heteroscedasticity |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Bouras, Christos, (2019)
-
Return and volatility linkages among G-7 and selected emerging markets
Bhuyan, Rafiq, (2015)
-
The stock exchange of Suriname: returns, volatility, correlations and efficiency
Bodeutsch, Denice, (2012)
- More ...
-
Amorós, José Ernesto, (2022)
-
Family Ownership and Firm Performance: A Closer Look at the Evidence from Public Companies in Chile
Bonilla, Claudio, (2010)
-
The impact of the seed capital program of SERCOTEC in Chile
Bonilla, Claudio A., (2011)
- More ...