Equilibrium analysis of volatility clustering
Joel M. Vanden
| Year of publication: |
2005
|
|---|---|
| Authors: | Vanden, Joel M. |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 12.2005, 3, p. 374-417
|
| Subject: | Risikoaversion | Risk aversion | Volatilität | Volatility | Börsenkurs | Share price | Clusteranalyse | Cluster analysis | ARCH-Modell | ARCH model | USA | United States | Variationsrechnung | Variational method | 1973-2000 |
| 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/10002900506