Threshold modelling of stock return volatility on Eastern European markets
Year of publication: |
1997
|
---|---|
Authors: | Shields, Kalvinder K. |
Published in: |
Economics of planning : an international journal devoted to the study of comparative economics. - Dordrecht [u.a.] : Springer, ISSN 0013-0451, ZDB-ID 416293-6. - Vol. 30.1997, 2, p. 107-125
|
Subject: | Kapitaleinkommen | Capital income | Volatilität | Volatility | Schätztheorie | Estimation theory | Börsenkurs | Share price | Theorie | Theory | Osteuropa | Eastern Europe |
-
Stock return volatility on emerging Eastern European markets
Shields, Kalvinder K., (1997)
-
Parameter estimation and forecasting for multiplicative lognormal cascades
Leövey, Andrés E., (2011)
-
Estimation of an asymmetric stochastic volatility model for asset returns
Harvey, Andrew C., (1996)
- More ...
-
Making Fiscal Adjustments Using Event Probability Forecasts in OECD Countries
Lee, Kevin, (2020)
-
Predictability of stock markets with disequilibrium trading
Charemza, Wojciech, (1997)
-
Henry, Ólan Thomas John, (2008)
- More ...