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