Investor following and volatility : a GARCH approach
Amal Aouadi; Mohamed Arouri; Frédéric Teulon
| Year of publication: |
2015
|
|---|---|
| Authors: | Aouadi, Amal ; Arouri, Mohamed ; Teulon, Frédéric |
| Published in: |
The journal of applied business research. - Littleton, Colo. : CIBER Research Inst., ISSN 0892-7626, ZDB-ID 1107555-7. - Vol. 31.2015, 3, p. 765-779
|
| Subject: | Investor Following | Online Search | Stock Volatility | Volatilität | Volatility | ARCH-Modell | ARCH model | Börsenkurs | Share price | Anlageverhalten | Behavioural finance | Schätzung | Estimation |
| 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/10011304823