Variations in the mean and volatility of stock returns around turning points of the business cycle
Year of publication: |
2007
|
---|---|
Authors: | Pérez-Quirós, Gabriel ; Timmermann, Allan |
Published in: |
Forecasting volatility in the financial markets. - Amsterdam [u.a.] : Elsevier [u.a.], ISBN 0-7506-6942-X. - 2007, p. 333-350
|
Subject: | Kapitaleinkommen | Capital income | Volatilität | Volatility | Konjunktureller Wendepunkt | Business cycle turning point | Schätzung | Estimation | USA | United States | 1926-1994 |
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