The Relationship between Stock Returns and Volatility in the Seventeen Largest International Stock Markets : A Semi-Parametric Approach
Year of publication: |
2013
|
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Authors: | Dimitriou, Dimitrios I. |
Other Persons: | Simos, Theodore (contributor) |
Publisher: |
[2013]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Kapitaleinkommen | Capital income | Welt | World | Aktienmarkt | Stock market | ARCH-Modell | ARCH model | Börsenkurs | Share price | Internationaler Finanzmarkt | International financial market | Japan |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Journal of Modern Economy, Vol. 2, No. 1, February 2011 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 1, 2011 erstellt Volltext nicht verfügbar |
Classification: | F02 - International Economic Order; Economic Integration and Globalization: General |
Source: | ECONIS - Online Catalogue of the ZBW |
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