Good volatility, bad volatility : signed jumps and the persistence of volatility
Andrew J. Patton and Kevin Sheppard
| Year of publication: |
2015
|
|---|---|
| Authors: | Patton, Andrew J. ; Sheppard, Kevin |
| Published in: |
The review of economics and statistics. - Cambridge, Mass. : MIT Press, ISSN 0034-6535, ZDB-ID 207962-8. - Vol. 97.2015, 3, p. 683-697
|
| Subject: | Volatilität | Volatility | Aktienindex | Stock index | Aktie | Share | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | USA | United States | 1997-2008 |
| 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/10011333073