Is volatility the best predictor of market crashes?
Year of publication: |
2003
|
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Authors: | Tsuji, Chikashi |
Published in: |
Asia-Pacific financial markets. - Dordrecht [u.a.] : Springer, ISSN 1387-2834, ZDB-ID 1431844-1. - Vol. 10.2003, 2/3, p. 163-185
|
Subject: | Aktienmarkt | Stock market | Volatilität | Volatility | Risikoprämie | Risk premium | Prognoseverfahren | Forecasting model | Theorie | Theory | Japan | Risikomaß | Risk measure |
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