TY - CHAP AU - Muhammad Jawad AU - Munazza Naz ED - Mehmet Kenan Terzioğlu ED - Gordana Djurovic Y1 - 2020-12-07 PY - 2020 T1 - An Econometric Investigation of Market Volatility and Efficiency: A Study of Small Cap’s Stock Indices N2 - The importance of experimental economics and econometric methods increases with each passing day as data quality and software performance develops. New econometric models are developed by diverging from earlier cliché econometric models with the emergence of specialized fields of study. This book, which is expected to be an extensive and useful reference by bringing together some of the latest developments in the field of econometrics, also contains quantitative examples and problem sets. We thank all the authors who contributed to this book with their studies that provide extensive and accessible explanations of the existing econometric methods. BT - Linear and Non-Linear Financial Econometrics SP - Ch. 10 UR - https://doi.org/10.5772/intechopen.94119 DO - 10.5772/intechopen.94119 SN - 978-1-83962-487-2 PB - IntechOpen CY - Rijeka Y2 - 2024-04-26 ER -