Forecasting Crashes : Trading Volume, Past Returns and Conditional Skewness in Stock Prices
Year of publication: |
May 2000
|
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Authors: | Chen, Joseph |
Other Persons: | Hong, Harrison (contributor) ; Stein, Jeremy C. (contributor) |
Institutions: | National Bureau of Economic Research (contributor) |
Publisher: |
Cambridge, Mass : National Bureau of Economic Research |
Subject: | Schätzung | Estimation | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Handelsvolumen der Börse | Trading volume | Theorie | Theory | Volatilität | Volatility | ARCH-Modell | ARCH model |
Extent: | 1 Online-Ressource |
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Series: | NBER working paper series ; no. w7687 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Mode of access: World Wide Web System requirements: Adobe [Acrobat] Reader required for PDF files Hardcopy version available to institutional subscribers. |
Other identifiers: | 10.3386/w7687 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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