On the integrated behaviour of non-stationary volatility in stock markets
This paper analyses the behaviour of volatility for several international stock market indexes, namely the SP 500 (USA), the Nikkei (Japan), the PSI 20 (Portugal), the CAC 40 (France), the DAX 30 (Germany), the FTSE 100 (UK), the IBEX 35 (Spain) and the MIB 30 (Italy), in the context of non-stationa...
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| Outros Autores: | , |
| Formato: | article |
| Idioma: | eng |
| Publicado em: |
2009
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| Assuntos: | |
| Texto completo: | http://hdl.handle.net/10174/1815 |
| País: | Portugal |
| Oai: | oai:dspace.uevora.pt:10174/1815 |