International Stock Market Volatility : A Global Tail Risk Sight
Year of publication: |
[2023]
|
---|---|
Authors: | Lu, Xinjie |
Publisher: |
[S.l.] : SSRN |
Subject: | Volatilität | Volatility | Welt | World | Internationaler Finanzmarkt | International financial market | Aktienmarkt | Stock market | Börsenkurs | Share price | Globalisierung | Globalization | Risikomaß | Risk measure | ARCH-Modell | ARCH model | Finanzkrise | Financial crisis | Schätzung | Estimation |
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