This paper analyzes the behavior of time-varying volatility when structural changes are allowed in international stock markets. A model developed by Autoregressive conditional heteroskedasticity and changes in regime. Journal of Econometrics 64: 307 -333], the switching autoregresive conditional he
โฆ LIBER โฆ
The Private Equity Market: An Overveiw
โ Scribed by George W. Fenn; Nellie Liang; Stephen Prowse
- Book ID
- 108560412
- Publisher
- John Wiley and Sons
- Year
- 1997
- Tongue
- English
- Weight
- 468 KB
- Volume
- 6
- Category
- Article
- ISSN
- 0963-8008
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