haku: @author Arjona, E. / yhteensä: 1
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| Tekijä: | Ortiz, E. Arjona, E. |
| Otsikko: | Heterokedastic behavior of the Latin American emerging stock markets |
| Lehti: | International Review of Financial Analysis
2001 : VOL. 10:3, p. 287-305 |
| Asiasana: | EMERGING MARKETS HETEROSCEDASTICITY STOCK MARKETS LATIN AMERICA |
| Kieli: | eng |
| Tiivistelmä: | This work analyzes the time series characteristics of six major Latin American equity markets: Argentina, Brazil, Chile, Colombia, Mexico and Venezuela. Non linear dependency and autoregressive conditional heteroskedasticity are studied. |
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