Volatility, Information and Stock Market Crashes
Year of publication: |
2009
|
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Authors: | Antonakakis, Nikolaos ; Scharler, Johann |
Publisher: |
Linz : Johannes Kepler University of Linz, Department of Economics |
Subject: | Börsenkrise | Kapitalertrag | Börsenkurs | Volatilität | Markovscher Prozess | USA | Stock Market Crash | Volatility | Markov Switching |
Series: | Working Paper ; 0918 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 66563529X [GVK] hdl:10419/73562 [Handle] RePEc:jku:econwp:2009_18 [RePEc] |
Classification: | C11 - Bayesian Analysis ; D8 - Information and Uncertainty ; G0 - Financial Economics. General |
Source: |
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Volatility, information and stock market crashes
Antonakakis, Nikolaos, (2009)
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Volatility, Information and Stock Market Crashes
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