ROUSAN, Raya; AL-KHOURI, Ritab - In: International Journal of Applied Econometrics and … 2 (2005) 4, pp. 99-118
This paper attempts to investigate the volatility of the Jordanian emerging stock market using daily observations from Amman Stock Exchange Composite Index (ASE) for the period from January 1, 1992 through December 31, 2004. Preliminary analysis of the data shows significant departure from...
