Regime shifts and volatility in BRIICKS stock markets : an asset allocation perspective
Wasim Ahmad (Department of Financial Studies, University of Delhi, New Delhi, India and Department of Finance, College of Business Administration, Salman bin Abdulaziz University, Al-Kharj, Kingdom of Saudi Arabia) and Sanjay Sehgal (Department of Financial Studies, University of Delhi, New Delhi, India)
| Year of publication: |
2015
|
|---|---|
| Authors: | Ahmad, Wasim ; Sehgal, Sanjay |
| Published in: |
International journal of emerging markets. - Bingley : Emerald, ISSN 1746-8809, ZDB-ID 2257280-6. - Vol. 10.2015, 3, p. 383-408
|
| Subject: | Emerging markets | Markov switching model | Regime shifts | Synchronization | Asset allocation | Portfolio-Management | Portfolio selection | Volatilität | Volatility | Aktienmarkt | Stock market | Schwellenländer | Emerging economies | Markov-Kette | Markov chain | Schätzung | Estimation | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1108/IJoEM-02-2013-0022 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011489265