The impact of shocks on higher moments
Eric Jondeau; Michael Rockinger
| Year of publication: |
2009
|
|---|---|
| Authors: | Jondeau, Eric ; Rockinger, Michael |
| Published in: |
Journal of financial econometrics : official journal of the Society for Financial Econometrics. - Oxford : Univ. Press, ISSN 1479-8409, ZDB-ID 2160581-6. - Vol. 7.2009, 2, p. 77-105
|
| Subject: | Kapitaleinkommen | Capital income | Volatilität | Volatility | Aktienmarkt | Stock market | ARCH-Modell | ARCH model | Statistische Verteilung | Statistical distribution | Theorie | Theory | Schätzung | Estimation | USA | United States | Japan | Großbritannien | United Kingdom | Deutschland | Germany |
| 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/10003826483