Large and small cap stocks in Europe : covariance asymmetry, volatility spillovers and beta estimates
Helena Chuliá and Hipòlit Torró
| Year of publication: |
2007
|
|---|---|
| Authors: | Chuliá, Helena ; Torró, Hipòlit |
| Published in: |
Advances in risk management. - Basingstoke, Hampshire [u.a.] : Palgrave Macmillan, ISBN 0-230-01916-1. - 2007, p. 327-352
|
| Subject: | Volatilität | Volatility | EU-Staaten | EU countries | Korrelation | Correlation | Börsenkurs | Share price | Spillover-Effekt | Spillover effect | Betafaktor | Beta risk | Kapitaleinkommen | Capital income | CAPM | Aktienmarkt | Stock market |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003401630