Time-varying betas and volatility persistence in International Stock markets
Time-varying betas and volatility persistence in International Stock markets
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国际股票市场的时变贝塔值和波动持续性
DOI:
10.1016/0148-6195(94)90004-3
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发表时间:
1994
期刊:
影响因子:
--
通讯作者:
Panayiotis Theodossiu
中科院分区:
文献类型:
--
作者:
G. Koutmos;Unro Lee;Panayiotis Theodossiu