Independent component analysis for realized volatility : analysis of the stock market crash of 2008
Andrew Kumiega; Thaddeus Neururer; Ben Van Vliet
| Year of publication: |
2011
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|---|---|
| Authors: | Kumiega, Andrew ; Neururer, Thaddeus ; Van Vliet, Benjamin |
| Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 51.2011, 3, p. 292-302
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| Subject: | Aktienmarkt | Stock market | Finanzkrise | Financial crisis | Volatilität | Volatility | Kapitaleinkommen | Capital income | Dekompositionsverfahren | Decomposition method | USA | United States | 2007-2010 |
| 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/10009271737