Testing volatility on the Trinidad and Tobago stock exchange (Record no. 49037)
[ view plain ]
| 000 -LEADER | |
|---|---|
| fixed length control field | 00520nam a2200133Ia 4500 |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20260716043525.0 |
| 080 ## - UNIVERSAL DECIMAL CLASSIFICATION NUMBER | |
| Universal Decimal Classification number | 11.02.07 L579 |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Leon, Hyginus |
| 245 ## - TITLE STATEMENT | |
| Title | Testing volatility on the Trinidad and Tobago stock exchange |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. | |
| Date of publication, distribution, etc. | 2000 |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | Estimates the responsiveness of sectoral subindex returns to changes in the domestic market portfolio. Compares predictions of nonsystematic risk using GARCH and EGARCH specifications of the error variance. |
| 583 ## - ACTION NOTE | |
| Time/date of action | 5/17/04 |
| Action agent | JOYD |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Koha item type | Analytic |
| Call number suffix | L579 |
No items available.