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Financial Liberalization and the Changing Characteristics of Nordic Stock Returns

Nilsson, Birger LU (2002) In Working Papers. Department of Economics, Lund University
Please use this url to cite or link to this publication:
author
organization
publishing date
type
Working paper/Preprint
publication status
published
subject
keywords
stock market liberalization, excess volatility, portfolio diversification, multivariate regime-switching models, simulated annealing
in
Working Papers. Department of Economics, Lund University
issue
4
publisher
Department of Economics, Lund University
language
English
LU publication?
yes
id
666d2654-abf5-4c8f-9a4a-740a6f873482 (old id 1386988)
alternative location
http://swopec.hhs.se/lunewp/abs/lunewp2002_004.htm
date added to LUP
2016-04-04 10:27:22
date last changed
2025-04-04 14:45:01
@misc{666d2654-abf5-4c8f-9a4a-740a6f873482,
  author       = {{Nilsson, Birger}},
  keywords     = {{stock market liberalization; excess volatility; portfolio diversification; multivariate regime-switching models; simulated annealing}},
  language     = {{eng}},
  note         = {{Working Paper}},
  number       = {{4}},
  publisher    = {{Department of Economics, Lund University}},
  series       = {{Working Papers. Department of Economics, Lund University}},
  title        = {{Financial Liberalization and the Changing Characteristics of Nordic Stock Returns}},
  url          = {{https://lup.lub.lu.se/search/files/5543194/2060005}},
  year         = {{2002}},
}