Conditional heteroskedasticity in the equity returns from emerging markets

The behaviour of stock returns in Amman stock market A thin emerging market

AlQatamin, M.M.

January 1997

SIGLEAvailable from British Library Document Supply Centre-DSC:DXN030926 / BLDSC - British Library D...

Statistical properties of the sample semi-variance, with applications to emerging markets data

Bond, S.
Satchell, S.
Cambridge Univ. (United Kingdom). Dept. of Applied Economics

January 1998

SIGLEAvailable from British Library Document Supply Centre-DSC:3509.880(9821) / BLDSC - British Libr...

Long and short memory conditional heteroscedasticity in estimating the memory parameter of levels

Robinson, P.
Henry, M.
London School of Economics and Political Science (United Kingdom). Suntory-Toyota International Centres for Economics and Related Disciplines

January 1998

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.442(357) / BLDSC - British Libra...

Heteroscedasticity in financial time series

Ruiz Ortega, E

January 1992

SIGLEAvailable from British Library Document Supply Centre-DSC:DX191786 / BLDSC - British Library Do...

Common fluctuations in emerging market equity prices

Sokalska, M.
Cambridge Univ. (United Kingdom). Faculty of Economics and Politics

January 2000

SIGLEAvailable from British Library Document Supply Centre-DSC:7755.0448(59) / BLDSC - British Libra...

Essays on conditional volatility in asset returns

Watt, W.H.

January 1994

Available from British Library Document Supply Centre-DSC:DX193963 / BLDSC - British Library Documen...

Equity price dynamics in thin emerging markets of Central and Eastern Europe

Sokalska, M.
Cambridge Univ. (United Kingdom). Dept. of Applied Economics

January 1997

SIGLEAvailable from British Library Document Supply Centre-DSC:3509.880(9730) / BLDSC - British Libr...

On the functioning and the efficiency of the emerging equity markets

Spyrou, S.I.

January 1997

SIGLEAvailable from British Library Document Supply Centre-DSC:DX194315 / BLDSC - British Library Do...

Common trends in emerging equity markets

Garrett, I.
Spyrou, S.I.
Middlesex Univ. (United Kingdom). Business School

January 1997

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.96681(no 38) / BLDSC - British L...

On the unconditional and conditional cross section of expected futures returns

Miffre, J.

January 1998

SIGLEAvailable from British Library Document Supply Centre-DSC:DX199306 / BLDSC - British Library Do...

Conditional volatility and firm size An empirical analysis of UK equity portfolios

Chelley-Steeley, P.L.
Steeley, J.M
Keele Univ. (United Kingdom). Dept. of Economics

January 1994

SIGLEAvailable from British Library Document Supply Centre- DSC:9350.1215(KU-DE-WP--94/14) / BLDSC -...

Time-varying market integration and expected returns in emerging markets

Jong, F. de
Roon, F.A. de
Centre for Economic Policy Research, London (United Kingdom)

January 2001

Also available via the InternetAvailable from British Library Document Supply Centre-DSC:3597.9512(n...

'Hot markets', conditional volatility, and foreign exchange

Faruqee, H.
Redding, L.
Glasgow Univ. (United Kingdom)

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.930(9903) / BLDSC - British Libr...

A model for long memory conditional heteroscedasticity

Giraitis, L.
Robinson, P.M.
Surgailis, D.
London School of Economics and Political Science (United Kingdom). Suntory-Toyota International Centres for Economics and Related Disciplines

January 2000

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.442(00/382) / BLDSC - British Li...

The relative volatility of the markets in equities and index futures

Board, J.
Sutcliffe, C.
Southampton Univ. (United Kingdom). Dept. of Accounting and Management Science

January 1992

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.88753(92-40) / BLDSC - British L...

The behaviour of stock returns in Amman stock market A thin emerging market

AlQatamin, M.M.

January 1997

SIGLEAvailable from British Library Document Supply Centre-DSC:DXN030926 / BLDSC - British Library D...

Statistical properties of the sample semi-variance, with applications to emerging markets data

Bond, S.
Satchell, S.
Cambridge Univ. (United Kingdom). Dept. of Applied Economics

January 1998

SIGLEAvailable from British Library Document Supply Centre-DSC:3509.880(9821) / BLDSC - British Libr...

Long and short memory conditional heteroscedasticity in estimating the memory parameter of levels

Robinson, P.
Henry, M.
London School of Economics and Political Science (United Kingdom). Suntory-Toyota International Centres for Economics and Related Disciplines

January 1998

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.442(357) / BLDSC - British Libra...

Heteroscedasticity in financial time series

Ruiz Ortega, E

January 1992

SIGLEAvailable from British Library Document Supply Centre-DSC:DX191786 / BLDSC - British Library Do...

Common fluctuations in emerging market equity prices

Sokalska, M.
Cambridge Univ. (United Kingdom). Faculty of Economics and Politics

January 2000

SIGLEAvailable from British Library Document Supply Centre-DSC:7755.0448(59) / BLDSC - British Libra...

Essays on conditional volatility in asset returns

Watt, W.H.

January 1994

Available from British Library Document Supply Centre-DSC:DX193963 / BLDSC - British Library Documen...

Equity price dynamics in thin emerging markets of Central and Eastern Europe

Sokalska, M.
Cambridge Univ. (United Kingdom). Dept. of Applied Economics

January 1997

SIGLEAvailable from British Library Document Supply Centre-DSC:3509.880(9730) / BLDSC - British Libr...

On the functioning and the efficiency of the emerging equity markets

Spyrou, S.I.

January 1997

SIGLEAvailable from British Library Document Supply Centre-DSC:DX194315 / BLDSC - British Library Do...

Common trends in emerging equity markets

Garrett, I.
Spyrou, S.I.
Middlesex Univ. (United Kingdom). Business School

January 1997

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.96681(no 38) / BLDSC - British L...

On the unconditional and conditional cross section of expected futures returns

Miffre, J.

January 1998

SIGLEAvailable from British Library Document Supply Centre-DSC:DX199306 / BLDSC - British Library Do...

Conditional volatility and firm size An empirical analysis of UK equity portfolios

Chelley-Steeley, P.L.
Steeley, J.M
Keele Univ. (United Kingdom). Dept. of Economics

January 1994

SIGLEAvailable from British Library Document Supply Centre- DSC:9350.1215(KU-DE-WP--94/14) / BLDSC -...

Time-varying market integration and expected returns in emerging markets

Jong, F. de
Roon, F.A. de
Centre for Economic Policy Research, London (United Kingdom)

January 2001

Also available via the InternetAvailable from British Library Document Supply Centre-DSC:3597.9512(n...

'Hot markets', conditional volatility, and foreign exchange

Faruqee, H.
Redding, L.
Glasgow Univ. (United Kingdom)

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.930(9903) / BLDSC - British Libr...

A model for long memory conditional heteroscedasticity

Giraitis, L.
Robinson, P.M.
Surgailis, D.
London School of Economics and Political Science (United Kingdom). Suntory-Toyota International Centres for Economics and Related Disciplines

January 2000

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.442(00/382) / BLDSC - British Li...

The relative volatility of the markets in equities and index futures

Board, J.
Sutcliffe, C.
Southampton Univ. (United Kingdom). Dept. of Accounting and Management Science

January 1992

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.88753(92-40) / BLDSC - British L...

The behaviour of stock returns in Amman stock market A thin emerging market

AlQatamin, M.M.

January 1997

SIGLEAvailable from British Library Document Supply Centre-DSC:DXN030926 / BLDSC - British Library D...

Statistical properties of the sample semi-variance, with applications to emerging markets data

Bond, S.
Satchell, S.
Cambridge Univ. (United Kingdom). Dept. of Applied Economics

January 1998

SIGLEAvailable from British Library Document Supply Centre-DSC:3509.880(9821) / BLDSC - British Libr...

Long and short memory conditional heteroscedasticity in estimating the memory parameter of levels

Robinson, P.
Henry, M.
London School of Economics and Political Science (United Kingdom). Suntory-Toyota International Centres for Economics and Related Disciplines

January 1998

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.442(357) / BLDSC - British Libra...

Conditional heteroskedasticity in the equity returns from emerging markets

Abstract

Extracted data

Conditional heteroskedasticity in the equity returns from emerging markets

Abstract

Extracted data

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