Showing 1 - 10 of 9,112
Persistent link: https://www.econbiz.de/10001780162
Persistent link: https://www.econbiz.de/10001047815
Persistent link: https://www.econbiz.de/10000571338
What role does noise play in equity markets? Answering this question usually leads immediately to specifying a model of fundamentals and hence the pervasive joint hypothesis quagmire. We avoid this dilemma by measuring noise volatility directly by focusing on the behavior of country closed-end...
Persistent link: https://www.econbiz.de/10003381609
Persistent link: https://www.econbiz.de/10001886345
Persistent link: https://www.econbiz.de/10002776846
Persistent link: https://www.econbiz.de/10013515357
Persistent link: https://www.econbiz.de/10003389030
large economies, USA, United Kingdom, Germany, France and Japan. The empirical results show that although the pure NGARCH …
Persistent link: https://www.econbiz.de/10010297345