Conditional jump dynamics in stock returns : evidence from mist stock exchanges
Hakan Danis, Ender Demir and Mehmet Huseyin Bilgin
| Year of publication: |
2015
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|---|---|
| Authors: | Danis, Hakan ; Demir, Ender ; Bilgin, Mehmet Huseyin |
| Published in: |
The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore. - Hackensack, NJ [u.a.] : World Scientific, ISSN 0217-5908, ZDB-ID 231534-8. - Vol. 60.2015, 1, p. 1-17
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| Subject: | Stock return | conditional jump | ARJI-GARCH | MIST countries | Kapitaleinkommen | Capital income | ARCH-Modell | ARCH model | Börsenhandel | Stock exchange trading | Börsenkurs | Share price | CAPM | Volatilität | Volatility |
| 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/10011386950