Mean reversion of volatility around extreme stock returns : evidence from US stock indexes
Ling T. He
| Year of publication: |
2013
|
|---|---|
| Authors: | He, Ling T. |
| Published in: |
The international journal of business and finance research : IJBFR. - Hilo, Hawaii : IBFR, ISSN 1931-0269, ZDB-ID 2536566-6. - Vol. 7.2013, 4, p. 91-101
|
| Subject: | Kapitaleinkommen | Capital income | Volatilität | Volatility | Aktienindex | Stock index | USA | United States | 1971-2010 |
| 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/10009741391