Why are stock returns and volatility negatively correlated?
Year of publication: |
2007
|
---|---|
Authors: | Bae, Jinho ; Kim, Chang-jin ; Nelson, Charles R. |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 14.2007, 1, p. 41-58
|
Subject: | Kapitaleinkommen | Capital income | Volatilität | Volatility | Korrelation | Correlation | ARCH-Modell | ARCH model | USA | United States | 1952-1999 |
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