A multivariate stochastic volatility model applied to a panel of S&P500 stocks in different industries
Year of publication: |
September 2017
|
---|---|
Authors: | Öztürk, Serda S. ; Stengos, Thanasēs |
Published in: |
International review of finance. - Richmond, Victoria : Wiley Publishing Asia, ISSN 1369-412X, ZDB-ID 2010708-0. - Vol. 17.2017, 3, p. 479-490
|
Subject: | Börsenkurs | Share price | Volatilität | Volatility | Branche | Economic sector | Vergleich | Comparison | USA | United States | 1990-2014 |
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