Do common volatility models capture cyclical behaviour in volatility?
Adam Clements and Jérôme Collet
| Year of publication: |
2008
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|---|---|
| Authors: | Clements, Adam ; Collet, Jérôme |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 18.2008, 7/9, p. 599-604
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| Subject: | Volatilität | Volatility | Konjunktur | Business cycle | Theorie | Theory | Börsenkurs | Share price | Schätzung | Estimation |
| 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/10003739247