Evidence of an asymmetry in the relationship between volatility and autocorrelation
Year of publication: |
2007
|
---|---|
Authors: | McKenzie, Michael D. ; Kim, Suk-Joong |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 16.2007, 1, p. 22-40
|
Subject: | Volatilität | Volatility | Autokorrelation | Autocorrelation | Markov-Kette | Markov chain | Aktienindex | Stock index | Großbritannien | United Kingdom |
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