Margin requirements, positive feedback trading, and stock return autocorrelations : the case of Japan
Year of publication: |
2002
|
---|---|
Authors: | Watanabe, Toshiaki |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 12.2002, 6, p. 395-403
|
Subject: | EGARCH | Kapitaleinkommen | Capital income | Volatilität | Volatility | ARCH-Modell | ARCH model | Japan | Autokorrelation | Autocorrelation |
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