Asymmetric Volatility and Risk in Equity Markets
Year of publication: |
[2006]
|
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Authors: | Bekaert, Geert |
Other Persons: | Wu, Guojun (contributor) |
Publisher: |
[2006]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Aktienmarkt | Stock market | Theorie | Theory | ARCH-Modell | ARCH model | Kapitaleinkommen | Capital income | Risiko | Risk |
Extent: | 1 Online-Ressource (60 p) |
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Series: | NBER Working Paper ; No. w6022 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments April 1997 erstellt |
Source: | ECONIS - Online Catalogue of the ZBW |
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