Power arch modelling of the volatility of emerging equity markets
Robert Brooks
| Year of publication: |
2007
|
|---|---|
| Authors: | Brooks, Robert |
| Published in: |
Emerging markets review. - Amsterdam [u.a.] : Elsevier, ISSN 1566-0141, ZDB-ID 2025202-X. - Vol. 8.2007, 2, p. 124-133
|
| Subject: | Aktienmarkt | Stock market | Schwellenländer | Emerging economies | ARCH-Modell | ARCH model | Entwicklungsländer | Developing countries |
| 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/10003453664