Jump dynamics and volatility components for OECD stock returns
Year of publication: |
2013
|
---|---|
Authors: | Guesmi, Khaled ; Akbar, Farhan ; Kazi, Irfan Akbar ; Chkili, Walid |
Published in: |
The journal of applied business research. - Littleton, Colo. : CIBER Research Inst., ISSN 0892-7626, ZDB-ID 1107555-7. - Vol. 29.2013, 3, p. 777-792
|
Subject: | Volatilität | Volatility | OECD-Staaten | OECD countries | Kapitaleinkommen | Capital income |
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