Asset prices and economic fluctuations : the implications of stochastic volatility
Junping Chen, Xiong Xiong, Jie Zhu, Xiaoneng Zhu
| Year of publication: |
August 2017
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| Authors: | Chen, Junping ; Xiong, Xiong ; Zhu, Jie ; Zhu, Xiaoneng |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 64.2017, p. 128-140
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| Subject: | Economic fluctuations | Dynamic Fama-French factors | Stochastic volatility | International stock markets | Predictability | Volatilität | Volatility | Konjunktur | Business cycle | Stochastischer Prozess | Stochastic process | CAPM | Theorie | Theory | Börsenkurs | Share price | Prognoseverfahren | Forecasting model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2017.03.017 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011756611