Transmission of Volatility between Stock Markets
Year of publication: |
[2008]
|
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Authors: | King, Mervyn |
Other Persons: | Wadhwani, Sushil (contributor) |
Publisher: |
[2008]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Aktienmarkt | Stock market | ARCH-Modell | ARCH model | Aktienindex | Stock index | Börsenkurs | Share price | Großbritannien | United Kingdom |
Extent: | 1 Online-Ressource (43 p) |
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Series: | NBER Working Paper ; No. w2910 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 1989 erstellt |
Source: | ECONIS - Online Catalogue of the ZBW |
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