Global investigation on the country-level idiosyncratic volatility and its determinants
Year of publication: |
2020
|
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Authors: | Caglayan, Mustafa O. ; Xue, Wenjun ; Zhang, Liwen |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 55.2020, p. 143-160
|
Subject: | Idiosyncratic volatility | Country Risk | Quantile GARCH model | Volatilität | Volatility | ARCH-Modell | ARCH model | Länderrisiko | Country risk | Welt | World | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market |
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