Asymmetric dynamics in stock market volatility
Indika Karunanayake and Abbas Valadkhani
| Year of publication: |
2011
|
|---|---|
| Authors: | Karunanayake, Indika ; Valadkhani, Abbas |
| Published in: |
Economic papers : a journal of applied economics and policy. - Richmond, Victoria : Wiley Publishing Asia, ISSN 0812-0439, ZDB-ID 1184385-8. - Vol. 30.2011, 2, p. 279-287
|
| Subject: | Börsenkurs | Share price | Volatilität | Volatility | ARCH-Modell | ARCH model | Schätzung | Estimation | Australien | Australia | Singapur | Singapore | Großbritannien | United Kingdom | USA | United States | 1992-2010 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009158805