Publikationer
Financial Liberalization and the Changing Characteristics of Nordic Stock Returns
Avdelning/ar:
Publiceringsår: 2002
Språk: Engelska
Publikation/Tidskrift/Serie: Working Papers. Department of Economics, Lund University
Nummer: 4
Fulltext:
Dokumenttyp: Working paper
Förlag: Department of Economics, Lund University
Sammanfattning
Disputation
Nyckelord
- Business and Economics
- stock market liberalization
- excess volatility
- portfolio diversification
- multivariate regime-switching models
- simulated annealing
Övrigt
Published
