Zobrazeno 1 - 5
of 5
pro vyhledávání: '"Avo Kazandjian"'
Publikováno v:
Investment Management & Financial Innovations, Vol 3, Iss 1 (2006)
Externí odkaz:
https://doaj.org/article/fd3a050e4b434933853ea13b9f614a97
In this paper we provide an investigation on the potential benefits that may exist for portfolio managers, private and institutional investors from domestic portfolio diversification. We employ daily data for the period 1996-2002 from the Cyprus Stoc
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::406621edf0e23013f4fe7e139703e035
http://economics.soc.uoc.gr/wpa/docs/Causal.pdf
http://economics.soc.uoc.gr/wpa/docs/Causal.pdf
Common stochastic trends among major international stock price indices has been a very intensively analyzed issue mainly as a result of the 1987 stock market crash and the need for policy coordination in financial markets. This paper investigates the
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::0666c2c0a920a19b1bcf2101ceb9e1fd
http://economics.soc.uoc.gr/wpa/docs/CCST1.pdf
http://economics.soc.uoc.gr/wpa/docs/CCST1.pdf
This paper provides an analysis of regime switching in volatility and out-of-sample forecasting of the Cyprus Stock Exchange by using daily data for the period 1996–2002. We first model volatility regime switching within a univariate Markov switchi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::0741ccf8b7f4187eb48f847ac19aa780
http://repec.org/mmfc05/paper46.pdf
http://repec.org/mmfc05/paper46.pdf
This paper provides an analysis of regime switching in volatility and out-of-sample forecasting of the Cyprus Stock Exchange using daily data for the period 1996-2002. We first model volatility regime switching within a univariate Markov-Switching fr
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::382749ca98417ec5512446e523578983
http://economics.soc.uoc.gr/wpa/docs/regime.pdf
http://economics.soc.uoc.gr/wpa/docs/regime.pdf