Asymmetries in the conditional mean and the conditional variance : evidence from nine stock markets
Year of publication: |
1998
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Authors: | Koutmos, Gregory |
Published in: |
Journal of economics & business. - Amsterdam [u.a.] : Elsevier, ISSN 0148-6195, ZDB-ID 716757-X. - Vol. 50.1998, 3, p. 277-290
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Subject: | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | Aktienindex | Stock index | Schätzung | Estimation | Australien | Australia | Belgien | Belgium | Kanada | Canada | Frankreich | France | Deutschland | Germany | Italien | Italy | Japan | Großbritannien | United Kingdom | USA | United States | 1986-1991 |
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