Firm level return-volatility analysis using dynamic panels
L. Vanessa Smith; Takashi Yamagata
| Year of publication: |
2011
|
|---|---|
| Authors: | Smith, L. Vanessa ; Yamagata, Takashi |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 18.2011, 5, p. 847-867
|
| Subject: | Volatility feedback | Stock return | Leverage effects | Panel vector autoregression | Volatilität | Volatility | VAR-Modell | VAR model | Panel | Panel study | Kapitaleinkommen | Capital income | Schätzung | Estimation | Deutschland | Germany |
| 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/10009492528