Time-varying betas and volatility persistence in International Stock markets
| Year of publication: |
1994
|
|---|---|
| Authors: | Koutmos, Gregory ; Lee, Unro ; Theodossiu, Panayiotis |
| Published in: |
Journal of Economics and Business. - Elsevier, ISSN 0148-6195. - Vol. 46.1994, 2, p. 101-112
|
| Publisher: |
Elsevier |