Financial Liberalization and the Changing Characteristics of Nordic Stock Returns
Author
Department/s
Publishing year
2002
Language
English
Publication/Series
Working Papers. Department of Economics, Lund University
Issue
4
Full text
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Document type
Working paper
Publisher
Department of Economics, Lund University
Topic
- Economics
Keywords
- stock market liberalization
- excess volatility
- portfolio diversification
- multivariate regime-switching models
- simulated annealing
Status
Published