Modelling return and volatility in emerging stock markets : a Markov switching approach
Dimitris Kenourgios; Aristeidis Samitas
| Year of publication: |
2009
|
|---|---|
| Authors: | Kenourgios, Dimitris ; Samitas, Aristeidis |
| Published in: |
International journal of economic research. - New Delhi : Serials Publ., ISSN 0972-9380, ZDB-ID 2467368-7. - Vol. 6.2009, 1, p. 97-108
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| Subject: | Aktienmarkt | Stock market | Schwellenländer | Emerging economies | Volatilität | Volatility | Markov-Kette | Markov chain | Theorie | Theory | Südosteuropa | Southeastern Europe |
| 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/10003853159