Time-varying volatility modelling of Baltic stock markets
Bora Aktan; Renata Korsakienė; Rasa Smaliukienė
| Year of publication: |
2010
|
|---|---|
| Authors: | Aktan, Bora ; Korsakienė, Renata ; Smaliukienė, Rasa |
| Published in: |
Journal of business economics and management. - Vilnius : VTGU Press Technika, ISSN 1611-1699, ZDB-ID 2208925-1. - Vol. 11.2010, 3, p. 511-532
|
| Subject: | Börsenkurs | Share price | Volatilität | Volatility | Kapitaleinkommen | Capital income | ARCH-Modell | ARCH model | Aktienmarkt | Stock market | Baltische Staaten | Baltic countries |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Zsfassung in lit. Sprache |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10008839909