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Search: subject:"three-state Markov regime switching model"
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Granger causality test
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Time-varying volatility
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three-state Markov regime switching model
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Abid, Fathi
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Journal of Emerging Market Finance
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Journal of emerging market finance
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Regime-switching behaviour in the conditional volatility of MENA stock market returns
Bahloul, Slah
;
Abid, Fathi
- In:
Journal of emerging market finance
13
(
2014
)
3
,
pp. 253-278
Persistent link: https://www.econbiz.de/10010492033
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2
Regime-Switching Behaviour in the Conditional Volatility of MENA Stock Market Returns
Bahloul, Slah
;
Abid, Fathi
- In:
Journal of Emerging Market Finance
13
(
2014
)
3
,
pp. 253-278
North African (MENA) countries’ stock market using a
three-state
Markov
regime
switching
model
over the period from 30 …
Persistent link: https://www.econbiz.de/10011137889
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