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Journal of Economics and Business
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Time-varying betas and volatility persistence in International Stock markets
Koutmos, Gregory
;
Lee, Unro
;
Theodossiu, Panayiotis
- In:
Journal of Economics and Business
46
(
1994
)
2
,
pp. 101-112
Persistent link: https://www.econbiz.de/10005301803
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Asymmetries in the Conditional Mean and the Conditional Variance: Evidence From Nine Stock Markets
Koutmos, Gregory
- In:
Journal of Economics and Business
50
(
1998
)
3
,
pp. 277-290
Persistent link: https://www.econbiz.de/10005302018
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