Realized EquiCorrelation : a bird's-eye view of financial stress on equity markets
Sofiane Aboura and Julien Chavallier
| Year of publication: |
2015
|
|---|---|
| Authors: | Aboura, Sofiane ; Chavallier, Julien |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 47.2015, 46/48, p. 5013-5033
|
| Subject: | Realized EquiCorrelation | DECO | financial stress | stock markets | high-frequency data | co-jumps | Aktienmarkt | Stock market | Finanzkrise | Financial crisis | Volatilität | Volatility | Börsenkurs | Share price | Finanzmarkt | Financial market |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011318411