Asymmetric Volatility in Equity Markets Around the World
Year of publication: |
2018
|
---|---|
Authors: | Horpestad, Jone |
Other Persons: | Lyocsa, Stefan (contributor) ; Molnár, Peter (contributor) ; Olsen, Torbjørn (contributor) |
Publisher: |
[2018]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Welt | World | Aktienmarkt | Stock market | Börsenkurs | Share price | Schätzung | Estimation | Internationaler Finanzmarkt | International financial market | ARCH-Modell | ARCH model |
Extent: | 1 Online-Ressource (31 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Forthcoming in North American Journal of Economics and Finance Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 21, 2018 erstellt |
Other identifiers: | 10.2139/ssrn.3217622 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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