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- W1496453261 abstract "The behavior of international stock market returns in terms of their distributional properties, serial dependence, long-memory and conditional volatility is examined. A factor analysis is employed to identify the underlying dimensions of the returns. The analysis reveals the existence of meaningful factors when these are estimated from the empirical properties of a large set of international equity indices. Furthermore, the factor scores discriminate very well the stock markets according to size and level of development." @default.
- W1496453261 created "2016-06-24" @default.
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- W1496453261 date "2010-07-01" @default.
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- W1496453261 title "The Structure of International Stock Market Returns" @default.
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