Stylized facts of the daily and monthly returns for the European stock indices during 2007-2012
Year of publication: |
2012-08
|
---|---|
Authors: | Panait, Iulian ; Constantinescu, Alexandru |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | stock returns | stylized facts | beta | emerging markets | frontier markets |
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