Investor Sentiment, Volatility and Cross-Market Illiquidity Dynamics : A Threshold Vector Autoregression Approach
Year of publication: |
[2023]
|
---|---|
Authors: | Qi, Lin |
Publisher: |
[S.l.] : SSRN |
Subject: | Volatilität | Volatility | VAR-Modell | VAR model | Theorie | Theory | Anlageverhalten | Behavioural finance | Schätzung | Estimation | Börsenkurs | Share price |
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