Modelling returns on stock indices for western and central european stock exchanges - Markov switching approach
Jedrzej Bialkowski
| Year of publication: |
2004
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|---|---|
| Authors: | Białkowski, Je̜drzej |
| Published in: |
South-Eastern Europe journal of economics : SEEJE ; the official journal of the Association of Economic Universities of South and Eastern Europe and the Black Sea Region. - Thessaloniki : Univ. of Macedonia Press, ISSN 1109-8597, ZDB-ID 2141728-3. - Vol. 2.2004, 2, p. 81-100
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| Subject: | Aktienmarkt | Stock market | Markov-Kette | Markov chain | Aktienindex | Stock index | Kapitaleinkommen | Capital income | Ungarn | Hungary | Polen | Poland | Börsenhandel | Stock exchange trading | Schätzung | Estimation | Tschechien | Czech Republic | Volatilität | Volatility |
| Extent: | graph. Darst |
|---|---|
| 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/10002881836