Asymmetric volatility in equity markets around the world
Jone B. Horpestad, Štefan Lyócsa, Peter Molnár, Torbjørn B. Olsen
| Year of publication: |
2019
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|---|---|
| Authors: | Horpestad, Jone B. ; Lyócsa, Štefan ; Molnár, Peter ; Olsen, Torbjørn B. |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 48.2019, p. 540-554
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| Subject: | Asymmetric volatility | Forecasting | High-frequency | Realized volatility | Schätzung | Estimation | Volatilität | Volatility | Welt | World | ARCH-Modell | ARCH model | Prognoseverfahren | Forecasting model | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Finanzmarkt | Financial market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2018.07.011 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012120304