Time-Varying Volatility and the Power Law Distribution of Stock Returns
Year of publication: |
2016
|
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Authors: | Warusawitharana, Missaka |
Publisher: |
[2016]: [S.l.] : SSRN |
Subject: | Kapitaleinkommen | Capital income | Volatilität | Volatility | Statistische Verteilung | Statistical distribution | Börsenkurs | Share price |
Extent: | 1 Online-Ressource (45 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments February 19, 2016 erstellt |
Other identifiers: | 10.2139/ssrn.2639845 [DOI] |
Classification: | c58 ; D30 - Distribution. General ; G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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