No News is Good News : An Asymmetric Model of Changing Volatility in Stock Returns
Year of publication: |
[2009]
|
---|---|
Authors: | Campbell, John Y. |
Other Persons: | Hentschel, Ludger (contributor) |
Publisher: |
[2009]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Volatilität | Volatility | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Ankündigungseffekt | Announcement effect | ARCH-Modell | ARCH model |
Extent: | 1 Online-Ressource (50 p) |
---|---|
Series: | NBER Working Paper ; No. w3742 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 1991 erstellt |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Rangel, Jose Gonzalo, (2006)
-
Jumps in equilibrium prices and asymmetric news in foreign exchange markets
El Ouadghiri, Imane, (2016)
-
Kim, Chang-jin, (2019)
- More ...
-
No news is good news : an asyymmetric model of changing volatility in stock returns
Campbell, John Y., (1991)
-
No news is good news : an asymmetric model of changing volatility in stock returns
Campbell, John Y., (1992)
-
No News is Good News : An Asymmetric Model of Changing Volatility in Stock Returns
Campbell, John Y., (1991)
- More ...