Conditional Volatility Of Most Active Shares Of Casablanca Stock Exchange
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More about this item
KeywordsVolatility ; Asymmetric GARCH ; none Linearity ; MADEX ; The stock exchange of Casablanca.;
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2003-06-04 (All new papers)
- NEP-CFN-2003-06-04 (Corporate Finance)
- NEP-RMG-2003-06-04 (Risk Management)
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