Return and Volatility Dynamics among Four African Capital Markets: A Multivariate VAREGARCH Analysis

Saint Kuttu

Return and Volatility Dynamics among Four African Capital Markets: A Multivariate VAREGARCH Analysis

Saint Kuttu

Finansiell ekonomi, Helsingfors

Forskningsoutput: Kapitel i bok/rapport/konferenshandling › Konferensbidrag › Vetenskaplig › Peer review

Originalspråk	Engelska
Titel på värdpublikation	18th Annual Conference of the Multinational Finance Society
Utgivningsdatum	06.06.2011
Status	Publicerad - 06.06.2011
MoE-publikationstyp	A4 Artikel i en konferenspublikation
Evenemang	18th Annual Conference of the Multinational Finance Society - Rome, Rome, Italien Varaktighet: 26.06.2011 → 29.06.2011 Konferensnummer: 18

Nyckelord

511 Nationalekonomi
KOTA2011

Åtkomst av dokument

http://mfs.rutgers.edu/MFC/MFC18/MS/MC11~221_Kuttu.pdf

OpenUrl-tillgänglighet

Fulltext

Citera det här

@inproceedings{c2883be006134b10b65b47571ebe94f7,

title = "Return and Volatility Dynamics among Four African Capital Markets: A Multivariate VAREGARCH Analysis",

keywords = "511 Economics, KOTA2011",

author = "Saint Kuttu",

note = " Volume: Proceeding volume: ; 18th Annual Conference of the Mutinational Finance Society (MFS), MFS ; Conference date: 26-06-2011 Through 29-06-2011",

year = "2011",

month = jun,

day = "6",

language = "English",

booktitle = "18th Annual Conference of the Multinational Finance Society",

}

TY - GEN

T1 - Return and Volatility Dynamics among Four African Capital Markets: A Multivariate VAREGARCH Analysis

AU - Kuttu, Saint

N1 - Conference code: 18

PY - 2011/6/6

Y1 - 2011/6/6

KW - 511 Economics

KW - KOTA2011

M3 - Conference contribution

BT - 18th Annual Conference of the Multinational Finance Society

T2 - 18th Annual Conference of the Mutinational Finance Society (MFS)

Y2 - 26 June 2011 through 29 June 2011

ER -