Extreme return correlation and volatility : a two-threshold approach
Harikumar Sankaran; Anh Nguyen; Jayashree Harikumar
| Year of publication: |
2012
|
|---|---|
| Authors: | Sankaran, Harikumar ; Nguyen, Anh ; Harikumar, Jayashree |
| Published in: |
American journal of business : applying research to practice ; AJB. - Bingley : Emerald, ISSN 1935-519X, ZDB-ID 2639250-1. - Vol. 27.2012, 2, p. 154-173
|
| Subject: | United States of America | Stock markets | Returns | Extreme returns | Exceedances | Volatility | Correlation | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | Volatilität | Korrelation | USA | United States |
| 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/10009711426