How wacky is the DAX? : the changing structure of German stock market volatility
Year of publication: |
2003
|
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Authors: | Stapf, Jelena ; Werner, Thomas |
Publisher: |
Frankfurt am Main : Deutsche Bundesbank |
Subject: | market and idiosyncratic volatility | test on break in volatility dynamics | institutional ownership | Aktienindex | Stock index | Börsenkurs | Share price | Volatilität | Volatility | Strukturbruch | Structural break | Schätzung | Estimation | Deutschland | Germany | Deutscher Aktienindex |
Extent: | 1 Online-Ressource (circa 48 Seiten) Illustrationen |
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Series: | Discussion paper / Deutsche Bundesbank. - Frankfurt, M. : Dt. Bundesbank, ZDB-ID 2125061-3. |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
ISBN: | 3-935821-75-1 |
Other identifiers: | hdl:10419/19650 [Handle] |
Classification: | C32 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
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