Asymmetrie stochastic volatility in Nordic stock markets
Aycan Hepsag
| Year of publication: |
2018
|
|---|---|
| Authors: | Hepsag, Aycan |
| Published in: |
Interdisciplinary public finance, business and economics studies ; Volume 1. - Berlin : Peter Lang, ISBN 978-3-631-77173-0. - 2018, p. 93-99
|
| Subject: | Aktienmarkt | Stock market | Volatilität | Volatility | Nordeuropa | Northern Europe | Stochastischer Prozess | Stochastic process | VAR-Modell | VAR model | Finanzmarkt | Financial market | Schätzung | Estimation | Marktintegration | Market integration | Kointegration | Cointegration | Theorie | Theory | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012166241