Effect of volatility changes on emerging stock markets : the case of Jordan
Year of publication: |
2015
|
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Authors: | Marwan Mohammad Abu Orabi ; Alqurran, Talal Abed-Alkareem |
Published in: |
Journal of management research. - Las Vegas, Nev. : Macrothink Institute, ISSN 1941-899X, ZDB-ID 2531426-9. - Vol. 7.2015, 4, p. 132-143
|
Subject: | Market Efficiency | GARCH- Model | GARCH- M Model | ICSS Algorithm Test | Jordanien | Jordan | Aktienmarkt | Stock market | Effizienzmarkthypothese | Efficient market hypothesis | Volatilität | Volatility | Schwellenländer | Emerging economies | ARCH-Modell | ARCH model |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | Systemvoraussetzungen: PDF Reader |
Other identifiers: | 10.5296/jmr.v7i4.7463 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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