The semi-parametric MIDAS models and some of their applications : the impact of news on the stock volatility
Xilong Chen
| Year of publication: |
2008
|
|---|---|
| Authors: | Chen, Xilong |
| Subject: | Volatilität | Volatility | Börsenkurs | Share price | Ankündigungseffekt | Announcement effect | Theorie | Theory | Kapitaleinkommen | Capital income | Nichtparametrisches Verfahren | Nonparametric statistics | Schätzung | Estimation |
| Description of contents: | Table of Contents [gbv.de] |
| Extent: | VIII, 103 S. graph. Darst. |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Thesis ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Thesis: | Chapel Hill, NC, Univ. of North Carolina, Dep. of Economics, Diss., 2008 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010248624