Zobrazeno 1 - 1
of 1
pro vyhledávání: '"semi-parametric specification of conditional variance"'
Autor:
Theodore Simos, Dimitrios Dimitriou
Publikováno v:
Modern Economy. :1-8
We empirically investigate the relationship between expected stock returns and volatility in the twelve EMU countries as well as five major out of EMU international stock markets. The sample period starts from De-cember 1992 until December 2007 i.e.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::da0ef83ab0592fb7aa85dea5701e0504
https://doi.org/10.4236/me.2011.21001
https://doi.org/10.4236/me.2011.21001
