Power arch modelling of the volatility of emerging equity markets

Emerging Markets Review

Volumn 8, Issue 2, 2007, Pages 124-133

  Brooks, Robert ^a  

^a MONASH UNIVERSITY   (Australia)

Author keywords

Emerging markets; GARCH; Volatility

Indexed keywords

EID: 33947304625     PISSN: 15660141     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ememar.2007.01.002     Document Type: Article

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