Volatility in stock returns for new EU member states: Markov regime switching model

Research output: Contribution to journal › Article

40 Citations (Scopus)

Original language	English
Pages (from-to)	282-292
Number of pages	11
Journal	International Review of Financial Analysis
Volume	16
DOIs	https://doi.org/10.1016/j.irfa.2007.03.006
Publication status	Published - 1 Jan 2007

Access to Document

@article{d370f10fdb7045ad8b8e7f1d816fdced,

title = "Volatility in stock returns for new EU member states: Markov regime switching model",

author = "T Moore and Ping Wang",

year = "2007",

month = jan,

day = "1",

doi = "10.1016/j.irfa.2007.03.006",

language = "English",

volume = "16",

pages = "282--292",

journal = "International Review of Financial Analysis",

publisher = "Elsevier",

}