haku: @journal_id 780 / yhteensä: 133
viite: 57 / 133
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. |
SCIMA