An empirical analysis of market structure and the pattern of time varying return volatility on the stock markets of Western Europe
Ajaya Kumar Panda and Swagatika Nanda
| Year of publication: |
2013
|
|---|---|
| Authors: | Panda, Ajaya Kumar ; Nanda, Swagatika |
| Published in: |
Asian African journal of economics and econometrics. - New Delhi : Serials Publ., ISSN 0972-3986, ZDB-ID 2471806-3. - Vol. 13.2013, 1, p. 35-51
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| Subject: | Market structure | Persistence of Volatility | Normalization | ARCH | GARCH | Volatilität | Volatility | Marktstruktur | ARCH-Modell | ARCH model | Aktienmarkt | Stock market | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Kapitaleinkommen | Capital income | Westeuropa | Western Europe |
| 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/10010206654