Asymmetric volatility and risk-return relationship in international stock markets
M. Karmakar
| Year of publication: |
2007
|
|---|---|
| Authors: | Karmakar, Madhusudan |
| Published in: |
Metamorphosis : a journal of management research. - Lucknow : [Verlag nicht ermittelbar], ISSN 0972-6225, ZDB-ID 2434108-3. - Vol. 6.2007, 2, p. 136-150
|
| Subject: | Schwellenländer | Emerging economies | Aktienmarkt | Stock market | Volatilität | Volatility | ARCH-Modell | ARCH model |
| 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/10003741372