Statistical properties for European stock indices returns during 2007-2012
This paper presents a set of stylized empirical facts resulted from the statistical investigation of the daily and monthly price variations of European stock market indices during the period April 2007 - March 2012. We study 21 regional and global stock market indices calculated by MSCI Barra, divi...
| Main Author: | |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Faculty of Economic Sciences, Hyperion University, Bucharest, Romania
2013-06-01
|
| Series: | Hyperion Economic Journal |
| Subjects: | |
| Online Access: | http://www.hej.hyperion.ro/articles/2(1)_2013/HEJ%20nr2(1)_2013_A4Panait.pdf |