Asymmetric effects and long memory in the volatility of Dow Jones stocks /Marcel Scharth; Marcelo C. Medeiros
| Year of publication: |
Nov. 2006
|
|---|---|
| Other Persons: | Scharth, Marcel (contributor) ; Medeiros, Marcelo C. (contributor) |
| Publisher: |
Rio de Janeiro : Dep. de Economía, PUC-RIO |
| Subject: | Börsenkurs | Share price | Aktienindex | Stock index | Volatilität | Volatility | Schätzung | Estimation |
| Extent: | Online-Ressource, 34 S., Text graph. Darst. |
|---|---|
| Series: | Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia. - Rio de Janeiro : [Verlag nicht ermittelbar], ZDB-ID 2451506-1. - Vol. 532 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper |
| Language: | English |
| Other identifiers: | hdl:10419/176015 [Handle] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003404373