News-driven expectations and volatility clustering
Year of publication: |
2020
|
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Authors: | Inoua, Sabiou M. |
Published in: |
Journal of risk and financial management : JRFM. - Basel : MDPI, ISSN 1911-8074, ZDB-ID 2739117-6. - Vol. 13.2020, 1/17, p. 1-14
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Subject: | efficient market hypothesis | liquidity | power law | trend following | volatility clustering | Volatilität | Volatility | Theorie | Theory | Effizienzmarkthypothese | Efficient market hypothesis | Clusteranalyse | Cluster analysis | Börsenkurs | Share price | Erwartungsbildung | Expectation formation | Regionales Cluster | Regional cluster |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/jrfm13010017 [DOI] hdl:10419/239089 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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