Market volatility and momentum
Kevin Q. Wang, Jianguo Xu
| Year of publication: |
January 2015
|
|---|---|
| Authors: | Wang, Kevin Q. ; Xu, Jianguo |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 30.2015, p. 79-91
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| Subject: | Market volatility | Momentum | Time-series predictability of momentum | Default risk | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Zeitreihenanalyse | Time series analysis | Börsenkurs | Share price | Portfolio-Management | Portfolio selection | Risikoprämie | Risk premium | Kreditrisiko | Credit risk | Theorie | Theory | Schätzung | Estimation | Momentenmethode | Method of moments |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jempfin.2014.11.009 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011489219