Investors' uncertainty and stock market risk
Year of publication: |
2019
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Authors: | Escobari, Diego ; Jafarinejad, Mohammad |
Published in: |
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA. - New York, NY [u.a.] : Routledge, Taylor & Francis Group, ISSN 1542-7579, ZDB-ID 2111535-7. - Vol. 20.2019, 3, p. 304-315
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Subject: | Conditional volatility | DCC-GARCH | Dynamic correlation | Investors' uncertainty | Sentiment | Stock market risk | Volatilität | Volatility | Risiko | Risk | Anlageverhalten | Behavioural finance | Aktienmarkt | Stock market | Portfolio-Management | Portfolio selection | ARCH-Modell | ARCH model | Börsenkurs | Share price | Korrelation | Correlation | Schätzung | Estimation |
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