Heteroskedasticity in the returns of the main world stock exchange indices : volume versus GARCH effects
Vicent Aragó; Luisa Nieto
| Year of publication: |
2005
|
|---|---|
| Authors: | Aragó, Vicent ; Nieto Soria, Luisa |
| Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 15.2005, 3, p. 271-284
|
| Subject: | ARCH-Modell | ARCH model | Handelsvolumen der Börse | Trading volume | Volatilität | Volatility | Aktienindex | Stock index | Welt | World |
| 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/10002922227