Essays on econometric analysis of price and volatility behavior in asset markets
Year of publication: |
2008
|
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Authors: | Zhu, Jie |
Publisher: |
Aarhus : School of Economics and Management |
Subject: | Aktienmarkt | Stock market | ARCH-Modell | ARCH model | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Volatilität | Volatility | Marktsegmentierung | Market segmentation | Finanzkrise | Financial crisis | China | Asiatisch-pazifischer Raum | Asia-Pacific region | Welt | World |
Description of contents: | Table of Contents [gbv.de] |
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Market momentum amplifies market volatility risk : evidence from China's equity market
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Tiwari, Aviral Kumar, (2020)
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Liu, Xiaoxing, (2023)
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Zhu, Jie, (2012)
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Long memory in stock market volatility and the volatility-in-mean effect: The FIEGARCH-M model
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The impact of financial crises on the risk-return tradeoff and the leverage effect
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