Stochastic volatility jump-diffusions for European equity index dynamics
Andreas Kaeck and Carol Alexander
| Year of publication: |
2013
|
|---|---|
| Authors: | Kaeck, Andreas ; Alexander, Carol |
| Published in: |
European financial management : the journal of the European Financial Management Association. - Oxford : Wiley-Blackwell, ISSN 1354-7798, ZDB-ID 1235378-4. - Vol. 19.2013, 3, p. 470-496
|
| Subject: | herding | window dressing | institutional trading | Volatilität | Volatility | Herdenverhalten | Herding | Institutioneller Investor | Institutional investor | Stochastischer Prozess | Stochastic process | Aktienindex | Stock index | EU-Staaten | EU countries | Theorie | Theory | Anlageverhalten | Behavioural finance | Europa | Europe |
| 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/10010193749