Simultaneity and Asymmetry of Returns and Volatilities: The Emerging Baltic States' Stock Exchanges

DOI10.1515/1558-3708.1855zbMath1506.62488OpenAlexW2115704598MaRDI QIDQ5881630

Kurt Brännäs, Carl Lönnbark, Unnamed Author, Jan G. De Gooijer

Publication date: 13 March 2023

Published in: Studies in Nonlinear Dynamics & Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/1558-3708.1855

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic time series analysis (91B84)

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