Regularities in volatility and the price of risk following large stock market movements in the US and Japan
Year of publication: |
2000
|
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Authors: | Kane, Alex ; Lehmann, Bruce Neal ; Trippi, Robert R. |
Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 19.2000, 1, p. 1-32
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Subject: | Börsenkurs | Share price | Volatilität | Volatility | Kapitaleinkommen | Capital income | Risiko | Risk | Theorie | Theory |
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