On the riskiness of the world's stock markets
From MaRDI portal
Publication:806730
DOI10.1016/0377-2217(91)90062-ZzbMath0729.90591OpenAlexW2057080387MaRDI QIDQ806730
Jukka Perttunen, Markku J. Malkamaeki, Teppo Martikainen
Publication date: 1991
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0377-2217(91)90062-z
Economic time series analysis (91B84) Microeconomic theory (price theory and economic markets) (91B24)
Related Items
Competing transformation models ⋮ Thin trading and estimation of systematic risk: An application of an error-correction model ⋮ Dynamic linkages between stock prices, accrual earnings and cash flows: A cointegration analysis
This page was built for publication: On the riskiness of the world's stock markets