How persistent is stock return volatility? : an answer with Markov regime switching stochastic volatility models

Soosung Hwang, Steve E. Satchell and Pedro L. Valls Pereira

Year of publication:	2007
Authors:	Hwang, Soosung ; Satchell, Stephen ; Pereira, Pedro L. Valls
Published in:	Journal of business finance & accounting : JBFA. - Hudson, NY : John Wiley & Sons Ltd, ISSN 0306-686X, ZDB-ID 192962-8. - Vol. 34.2007, 5/6, p. 1002-1024
Subject:	Kapitaleinkommen \| Capital income \| Volatilität \| Volatility \| Markov-Kette \| Markov chain \| Prognose \| Forecast

Check Google Scholar |

More access options

In libraries world-wide (WorldCat)

In German libraries (KVK)

Which error do you want to report?

Report: URL of this record is broken

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: Addition of an URL to that resource

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: The language(s) of that resource is/are…

Please note: Required language not in the list? Please use comment field

Report: Addition of an identifier to that resource

Report: report typo

Report: Add statement

Report: Add keywords

Please use the commentary box to describe other errors

Would you like to receive a feedback?

Commentary

Please type the code from the image

For general questions please use this address.

Persistent link: https://www.econbiz.de/10003507264

A service of the