An attempt to capture leptokurtic of returns and to model its volatility : the case of Beirut stock exchange
Elie Bouri
| Year of publication: |
2011
|
|---|---|
| Authors: | Bouri, Elie |
| Published in: |
Review of economic and business studies. - Iaşi, ISSN 1843-763X, ZDB-ID 2663135-0. - Vol. 4.2011, 2, p. 259-271
|
| Subject: | Volatilität | Volatility | Kapitaleinkommen | Capital income | Börsenhandel | Stock exchange trading | ARCH-Modell | ARCH model | Börsenkurs | Share price |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009736555