Forecasting Crashes : Trading Volume, Past Returns and Conditional Skewness in Stock Prices
Year of publication: |
[2010]
|
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Authors: | Chen, Joseph |
Other Persons: | Hong, Harrison G. (contributor) ; Stein, Jeremy C. (contributor) |
Publisher: |
[2010]: [S.l.] : SSRN |
Subject: | Schätzung | Estimation | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Handelsvolumen der Börse | Trading volume | Theorie | Theory | Volatilität | Volatility | ARCH-Modell | ARCH model |
Extent: | 1 Online-Ressource (49 p) |
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Series: | NBER Working Paper ; No. w7687 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 2000 erstellt |
Source: | ECONIS - Online Catalogue of the ZBW |
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