全部文献期刊学位论文会议报纸专利标准年鉴图书|学者科研项目
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作者:Richard D.F. Harris , C.Coskun Küçüközmen
来源:[J].European Journal of Operational Research(IF 2.038), 2001, Vol.134 (3), pp.481-492Elsevier
摘要:Abstract(#br)This paper investigates the dynamic behaviour of daily aggregate returns of one of Europe's largest and fastest growing emerging equity markets, the Istanbul Stock Exchange (ISE). It is found that ISE returns exhibit significant linear and nonlinear dependence. We in...

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