Modeling the volatilities of globally listed private equity markets
Lars Tegtmeier
| Year of publication: |
2023
|
|---|---|
| Authors: | Tegtmeier, Lars |
| Published in: |
Studies in economics and finance. - Bingley : Emerald, ISSN 1755-6791, ZDB-ID 2070355-7. - Vol. 40.2023, 1, p. 64-85
|
| Subject: | GARCH models | Listed private equity | Spillover effects | Volatility | Volatilität | Private Equity | Private equity | ARCH-Modell | ARCH model | Welt | World | Spillover-Effekt | Spillover effect | Aktienmarkt | Stock market | Börsengang | Initial public offering |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1108/SEF-04-2021-0129 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013503883