The structure of international stock market returns
Year of publication: |
2010-07
|
---|---|
Authors: | Bastos, Joao A. ; Caiado, Jorge |
Institutions: | Centro de Matemática Aplicada à Previsão e Decisão Económica (CEMAPRE), Instituto Superior de Economia e Gestão (ISEG) |
Subject: | International stock markets | Serial dependence | Long-memory | Conditional volatility | Factor analysis |
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