Cyclicality of stock market volatility
Yu You and Xiaochun Liu
| Year of publication: |
2019
|
|---|---|
| Authors: | You, Yu ; Liu, Xiaochun |
| Published in: |
Applied economics letters. - New York, NY : Routledge, ISSN 1466-4291, ZDB-ID 1484783-8. - Vol. 26.2019, 8, p. 645-649
|
| Subject: | business cycle | cyclicality | stochastic dominance test | Stock market volatility | Konjunktur | Business cycle | Volatilität | Volatility | Aktienmarkt | Stock market | Börsenkurs | Share price | Schätzung | Estimation |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/13504851.2018.1489105 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012204297