Sudden changes in volatility in European stock markets
Khaled Guesmi; Frédéric Teulon; Zied Ftiti
| Year of publication: |
2014
|
|---|---|
| Authors: | Guesmi, Khaled ; Teulon, Frédéric ; Ftiti, Zied |
| Published in: |
The journal of applied business research. - Littleton, Colo. : CIBER Research Inst., ISSN 0892-7626, ZDB-ID 1107555-7. - Vol. 30.2014, 6, p. 1567-1576
|
| Subject: | Financial Crisis | SW-GARCH Model | Volatility | Stock Markets | Volatilität | Aktienmarkt | Stock market | Finanzkrise | Financial crisis | Börsenkurs | Share price | ARCH-Modell | ARCH model | Internationaler Finanzmarkt | International financial market |
| 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/10010470492