Phase transition in the S&P stock market
Year of publication: |
2013
|
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Authors: | Raddant, Matthias ; Wagner, Friedrich |
Publisher: |
Kiel : Kiel Institute for the World Economy (IfW) |
Subject: | stock price correlations | CAPM | S&P500 |
Series: | Kiel Working Paper ; 1846 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 751154717 [GVK] hdl:10419/76721 [Handle] RePEc:zbw:ifwkwp:1846 [RePEc] |
Classification: | G11 - Portfolio Choice ; G12 - Asset Pricing |
Source: |
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Phase transition in the S&P stock market
Raddant, Matthias, (2013)
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Transitions in the stock markets of the US, UK, and Germany
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Transitions in the stock markets of the US, UK, and Germany
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Multivariate GARCH for a large number of stocks
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Transitions in the stock markets of the US, UK, and Germany
Raddant, Matthias, (2014)
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Phase transition in the S&P stock market
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