Equilibrium analysis of volatility clustering
Year of publication: |
2005
|
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Authors: | Vanden, Joel M. |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 12.2005, 3, p. 374-417
|
Subject: | Risikoaversion | Risk aversion | Volatilität | Volatility | Börsenkurs | Share price | Clusteranalyse | Cluster analysis | ARCH-Modell | ARCH model | USA | United States | Variationsrechnung | Variational method | 1973-2000 |
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