Volatility and autocorrelation in major European stock markets
Year of publication: |
1998
|
---|---|
Authors: | Booth, G. Geoffrey ; Koutmos, Gregory |
Published in: |
The European Journal of Finance. - Taylor & Francis Journals, ISSN 1351-847X. - Vol. 4.1998, 1, p. 61-74
|
Publisher: |
Taylor & Francis Journals |
Subject: | EAR-EGARCH model | volatility | autocorrelation | European stock markets |
-
Cross-autocorrelations in European stock returns
Peiro, Amado, (2016)
-
Barnett, William A., (2023)
-
Classifying returns as extreme : european stock and bond markets
Christiansen, Charlotte, (2014)
- More ...
-
Asymmetric volatility transmission in international stock markets
Koutmos, Gregory, (1995)
-
Volatility and autocorrelation in major European stock markets
Booth, G. Geoffrey, (1998)
-
Interaction of volatility and autocorrelation in foreign stock returns
Booth, G. Geoffrey, (1998)
- More ...