Common stochastic volatility trends in international stock returns
Chi-Mai Dao; Jürgen Wolters
| Year of publication: |
2008
|
|---|---|
| Authors: | Dao, Chi-Mai ; Wolters, Jürgen |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 17.2008, 3, p. 431-445
|
| Subject: | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | USA | United States | Japan | Hongkong | Hong Kong | Singapur | Singapore | 1988-2003 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003764415