Volatility persistence in stock market
Hongwei Chuang (Graduate School of Economics and Management, Tohoku University)
| Year of publication: |
August 2015
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|---|---|
| Authors: | Chuang, Hongwei |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 133.2015, p. 64-67
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| Subject: | Financial network | Realized volatility | Long memory | Systemic risk | Volatilität | Volatility | Aktienmarkt | Stock market | Zeitreihenanalyse | Time series analysis | Kapitaleinkommen | Capital income | Finanzmarkt | Financial market | Systemrisiko | Finanzkrise | Financial crisis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econlet.2015.05.018 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011431978