Persistence in the Russian Stock Market Volatility Indices
Year of publication: |
2018
|
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Authors: | Caporale, Guglielmo Maria |
Other Persons: | Gil-Alana, Luis A. (contributor) ; Tripathy, Trilochan (contributor) |
Publisher: |
[2018]: [S.l.] : SSRN |
Subject: | Russland | Russia | Volatilität | Volatility | Aktienmarkt | Stock market |
Extent: | 1 Online-Ressource (20 p) |
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Series: | CESifo Working Paper ; No. 7243 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments 2018 erstellt |
Other identifiers: | 10.2139/ssrn.3275417 [DOI] |
Classification: | C22 - Time-Series Models ; G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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