Testing for nonlinearity & modeling volatility in emerging capital markets : the case of Tunisia
Samir Saadi and Devinder Gandhi; Shantanu Dutta
| Year of publication: |
2006
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|---|---|
| Authors: | Saadi, Samir ; Gandhi, Devinder K. ; Dutta, Shantanu |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 9.2006, 7, p. 1021-1050
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| Subject: | Finanzmarkt | Financial market | Effizienzmarkthypothese | Efficient market hypothesis | Volatilität | Volatility | Nichtlineare Dynamik | Nonlinear dynamics | Random Walk | Random walk | Schätzung | Estimation | Tunesien | Tunisia |
| 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/10003395958