Macroeconomic factors explaining stock volatility : multi-country empirical evidence from the auto industry
Jana Vychytilová, Drahomíra Pavelková, Ha Pham and Tomáš Urbánek
| Year of publication: |
2019
|
|---|---|
| Authors: | Vychytilová, Jana ; Pavelková, Drahomíra ; Pham Ha ; Urbánek, Tomáš |
| Published in: |
Economic research. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1331-677X, ZDB-ID 2171828-3. - Vol. 32.2019, 1,4, p. 3333-3347
|
| Subject: | Stock volatility | macroeconomic variables | auto industry | multifactor model | genetic algorithm | mixed effect model | Volatilität | Volatility | Kfz-Industrie | Automotive industry | Schätzung | Estimation | Börsenkurs | Share price | ARCH-Modell | ARCH model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1331677X.2019.1661003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012404013