Volatility Jumps and Macroeconomic News Announcements
Year of publication: |
2018
|
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Authors: | Chan, Kam Fong |
Other Persons: | Gray, Philip (contributor) |
Publisher: |
[2018]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Ankündigungseffekt | Announcement effect | Wirkungsanalyse | Impact assessment | Börsenkurs | Share price |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Journal of Futures Markets, Forthcoming Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments April 1, 2018 erstellt Volltext nicht verfügbar |
Source: | ECONIS - Online Catalogue of the ZBW |
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