Modelling return and volatility in emerging stock markets: A markov switching approach

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Kenourgios, D. SA. Modelling return and volatility in emerging stock markets: A markov switching approach. International Journal of Economic Research [Internet]. 2009;6:97-108.

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cited By (since 1996)1

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School of Economics and Political Sciences
Department of Economics
Division of Business Economics & Administration- Finance
Office Address: Gryparion Megaron
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E-mail: dkenourg@econ.uoa.gr

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Dimitris Kenourgios

Professor, Economics

Modelling return and volatility in emerging stock markets: A markov switching approach

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