✦ LIBER ✦

CHANGE IN VOLATILITY REGIMES AND DIVERSIFICATION IN EMERGING STOCK MARKETS

✍ Scribed by Ming-yuan leon Li

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Long-Run Diversification Potential in Em

✍ Richard A. DeFusco; John M. Geppert; George P. Tsetsekos 📂 Article 📅 1996 🏛 John Wiley and Sons 🌐 English ⚖ 927 KB

Asymmetric Price and Volatility Adjustme

✍ Gregory Koutmos 📂 Article 📅 1999 🏛 John Wiley and Sons 🌐 English ⚖ 114 KB

Stock market volatility and regime shift

✍ Chia-Shang James Chu; Gary J. Santoni; Tung Liu 📂 Article 📅 1996 🏛 Elsevier Science 🌐 English ⚖ 493 KB

IDENTIFYING REGIME CHANGES IN MARKET VOL

✍ Weiyu Guo; Mark E. Wohar 📂 Article 📅 2006 🏛 John Wiley and Sons 🌐 English ⚖ 271 KB

Real exchange rate volatility and the ch

✍ Terence D. Agbeyegbe; Patrick N. Osakwe 📂 Article 📅 2005 🏛 Elsevier Science 🌐 English ⚖ 195 KB

Sudden changes in volatility in emerging

✍ Shawkat Hammoudeh; Huimin Li 📂 Article 📅 2008 🏛 Elsevier Science 🌐 English ⚖ 217 KB