Measuring and testing the impact of news on volatility
Robert F. Engle and Victor K. Ng
| Year of publication: |
1993
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|---|---|
| Authors: | Engle, Robert F. |
| Other Persons: | Ng, Victor K. (contributor) |
| Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 48.1993, 5, p. 1749-1778
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| Subject: | Börsenkurs | Share price | Ankündigungseffekt | Announcement effect | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Schätzung | Estimation | Kapitaleinkommen | Capital income | Japan | 1980-1988 |
| Extent: | Graph. Darst |
|---|---|
| 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/10001155967