Switching volatility in private international equity markets
Year of publication: |
2000
|
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Authors: | Susmel, Raul |
Published in: |
International journal of finance & economics : IJFE. - Chichester, Sussex : Wiley, ISSN 1076-9307, ZDB-ID 1324693-8. - Vol. 5.2000, 4, p. 265-283
|
Subject: | SWARCH | Aktienmarkt | Stock market | International | Börsenkurs | Share price | Volatilität | Volatility | ARCH-Modell | ARCH model | Theorie | Theory | Schätzung | Estimation | Welt | World | 1980-1990 |
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