Asymmetric stochastic volatility in Central and Eastern European stock markets
Aycan Hepsag (Istanbul University, Turkey)
| Year of publication: |
2016
|
|---|---|
| Authors: | Hepsag, Aycan |
| Published in: |
Theoretical and applied economics : GAER review. - Bucureşti : AGER, ISSN 1841-8678, ZDB-ID 2640970-7. - Vol. 23.2016, 2, p. 135-144
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| Subject: | Asymmetric Stochastic Volatility | MCMC | Central and Eastern European Markets | Aktienmarkt | Stock market | Kapitalmarktrendite | Capital market returns | Börsenkurs | Share price | Volatilität | Volatility | Schätzung | Estimation | Nordeuropa | Northern Europe | Dänemark | Denmark | Finnland | Finland | Norwegen | Norway | Schweden | Sweden | 2009-2016 |
| 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/10011564448