Stock return distribution in the BRICS
George Adu, Paul Alagidede, Amin Karimu
| Year of publication: |
June 2015
|
|---|---|
| Authors: | Adu, George ; Alagidede, Paul ; Karimu, Amin |
| Published in: |
Review of development finance. - Bellville : [Verlag nicht ermittelbar], ISSN 1879-9337, ZDB-ID 2583078-8. - Vol. 5.2015, 2, p. 98-109
|
| Subject: | Normality | Return predictability | Leverage effect | Volatility clustering | Efficiency | Emerging markets | Kapitaleinkommen | Capital income | Schwellenländer | Emerging economies | Volatilität | Volatility | BRICS-Staaten | BRICS countries | Prognoseverfahren | Forecasting model | Statistische Verteilung | Statistical distribution | ARCH-Modell | ARCH model | Aktienmarkt | Stock market | Effizienzmarkthypothese | Efficient market hypothesis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.rdf.2015.09.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011447276