Dependence and mean reversion in stock prices : the case of the MENA region
Year of publication: |
2006
|
---|---|
Authors: | Assaf, A. |
Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 20.2006, 3, p. 286-304
|
Subject: | Börsenkurs | Share price | Aktienmarkt | Stock market | Volatilität | Volatility | Ägypten | Egypt | Jordanien | Jordan | Marokko | Morocco | Türkei | Turkey | 1997-2002 |
-
Assaf, Ata, (2009)
-
Regional integration of stock markets in MENA countries
Maghyereh, Aktham I., (2006)
-
Beta wins again : case of four emerging markets
Al-Rjoub, Samer, (2010)
- More ...
-
Persistence and long-range dependence in the emerging stock market of Kuwait
Assaf, A., (2006)
-
Long memory in international equity markets : revisited
Assaf, Ata, (2008)
-
Cost efficiency modeling in health care foodservice operations
Assaf, A., (2008)
- More ...