Explaining asymmetric volatility around the world
Tõnn Talpsepp; Marc Oliver Rieger
| Year of publication: |
2010
|
|---|---|
| Authors: | Talpsepp, Tõnn ; Rieger, Marc Oliver |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 17.2010, 5, p. 938-956
|
| Subject: | Volatilität | Volatility | Welt | World | ARCH-Modell | ARCH model |
| 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/10009267234