Time-varying volatility modelling of baltic stock markets;Baltijos vertybinių popierių rinkų nepastovumo modeliavimas

Journal of Business Economics and Management

Volumn 11, Issue 3, 2010, Pages 511-532

  Aktan, Bora ^a   Korsakiene, Renata ^b   Smaliukiene, Rasa ^b  

^a YASAR UNIVERSITY   (Turkey)

^b VILNIUS GEDIMINAS TECHNICAL UNIVERSITY   (Lithuania)

Author keywords

Baltic stock markets; Conditional volatility; Financial risk; GARCH models; Returns

Indexed keywords

EID: 77958594710     PISSN: 16111699     EISSN: 20294433     Source Type: Journal    
DOI: 10.3846/jbem.2010.25     Document Type: Article

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