Sudden changes in volatility in European stock markets
Year of publication: |
2014
|
---|---|
Authors: | Guesmi, Khaled ; Teulon, Frédéric ; Ftiti, Zied |
Published in: |
The journal of applied business research. - Littleton, Colo. : CIBER Research Inst., ISSN 0892-7626, ZDB-ID 1107555-7. - Vol. 30.2014, 6, p. 1567-1576
|
Subject: | Financial Crisis | SW-GARCH Model | Volatility | Stock Markets | Volatilität | Aktienmarkt | Stock market | Finanzkrise | Financial crisis | ARCH-Modell | ARCH model | Börsenkurs | Share price | Finanzmarkt | Financial market | Europa | Europe |
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