What drives stock markets over short horizons? Evidence from emerging markets
Year of publication: |
2011
|
---|---|
Authors: | Narayan, Paresh Kumar |
Published in: |
Quantitative Finance. - Taylor & Francis Journals, ISSN 1469-7688. - Vol. 11.2011, 2, p. 261-269
|
Publisher: |
Taylor & Francis Journals |
Subject: | Advanced econometrics | Applied econometrics | Applied finance | ARCH | Asymmetry |
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