Extreme dependence in the NASDAQ and S&P 500 composite indexes
Year of publication: |
2009
|
---|---|
Authors: | Galbraith, John W. ; Zernov, Serguei |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 19.2009, 13/15, p. 1019-1028
|
Subject: | Aktienindex | Stock index | Börsenkurs | Share price | Volatilität | Volatility | New Economy | New economy | USA | United States |
-
A behavioral explanation for the negative asymmetric return-volatility relation
Hibbert, Ann Marie, (2008)
-
Rolle, Michael, (2001)
-
The macroeconomic determinants of technology stock price volatility
Sadorsky, Perry A., (2003)
- More ...
-
Circuit breakers and the tail index of equity returns
Galbraith, John W., (2004)
-
Circuit Breakers and the Tail Index of Equity Returns
Galbraith, John W., (2010)
-
Asymptotics for estimation of quantile regressions with truncated infinite-dimensional processes
Zernov, Serguei, (2009)
- More ...