Differences of opinion and stock market volatility : evidence from a nonparametric causality-in-quantiles approach
Mehmet Balcilar, Riza Demirer, Rangan Gupta, Mark E. Wohar
| Year of publication: |
2018
|
|---|---|
| Authors: | Balcilar, Mehmet ; Demirer, Rıza ; Gupta, Rangan ; Wohar, Mark E. |
| Published in: |
Journal of economics and finance. - New York, NY : Springer, ISSN 1055-0925, ZDB-ID 1163091-7. - Vol. 42.2018, 2, p. 339-351
|
| Subject: | Realized Volatility | Differences of opinion | Quantile causality | Volatilität | Volatility | Aktienmarkt | Stock market | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | Börsenkurs | Share price | Finanzanalyse | Financial analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s12197-017-9404-z [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012031009