The modelling of stock returns conditionally to the classes of volatility of the French market
Siwar Ellouz
| Year of publication: |
2009
|
|---|---|
| Authors: | Ellouz, Siwar |
| Published in: |
International journal of managerial and financial accounting. - Olney, Bucks. : Inderscience Publ., ISSN 1753-6715, ZDB-ID 2458817-9. - Vol. 1.2008/09, 3, p. 248-267
|
| Subject: | Kapitaleinkommen | Capital income | Volatilität | Volatility | Börsenkurs | Share price | CAPM | ARCH-Modell | ARCH model | Frankreich | France |
| 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/10003863694