Mutual fund performance in Tunisia : a multivariate GARCH approach
Yacine Hammami; Faouzi Jilani; Abdelmonem Oueslati
| Year of publication: |
2013
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|---|---|
| Authors: | Hammami, Yacine ; Jilani, Faouzi ; Oueslati, Abdelmonem |
| Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 29.2013, p. 35-51
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| Subject: | Mutual fund performance | Multivariate GARCH | Market efficiency | Conditional multifactor models | Emerging markets | Investmentfonds | Investment Fund | ARCH-Modell | ARCH model | Kapitaleinkommen | Capital income | Tunesien | Tunisia | Schwellenländer | Emerging economies | Effizienzmarkthypothese | Efficient market hypothesis | Schätzung | Estimation | CAPM | Portfolio-Management | Portfolio selection |
| 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/10009759915