Dynamique non-linéaire des marchés boursiers du G7 : une application des modèles STAR
Fredj Jawadi, Yosra Koubbaa
| Year of publication: |
2007
|
|---|---|
| Authors: | Jawadi, Fredj ; Koubbaa, Yosra |
| Published in: |
Finance : revue de l'Association Française de Finance. - Grenoble : Presses Universitaires de Grenoble, ISSN 0752-6180, ZDB-ID 614796-3. - Vol. 28.2007, 1, p. 29-74
|
| Subject: | Smooth Transition Autoregressive Model | Aktienmarkt | Stock market | Börsenkurs | Share price | Nichtlineare Dynamik | Nonlinear dynamics | Transaktionskosten | Transaction costs | Asymmetrische Information | Asymmetric information | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | French |
| Notes: | Zsfassung in engl. Sprache |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003492511