The relationship between stock returns and volatility in the seventeen largest international stock markets : a semi-parametric approach
Dimitrios Dimitriou, Theodore Simos
| Year of publication: |
2011
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|---|---|
| Authors: | Dimitriou, Dimitrios ; Simos, Theodore |
| Published in: |
Modern economy. - Irvine, Calif. : Scientific Research Publishing, ISSN 2152-7245, ZDB-ID 2598760-4. - Vol. 2.2011, 1, p. 1-8
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| Subject: | Risk-Return Tradeoff | International Stock Markets | Semi-Parametric Specification of Conditional Variance | Volatilität | Volatility | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | Welt | World | Nichtparametrisches Verfahren | Nonparametric statistics | ARCH-Modell | ARCH model | Internationaler Finanzmarkt | International financial market | Japan | Börsenkurs | Share price | Großbritannien | United Kingdom |
| 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/10009305794