Stock market volatility and deviations from macroeconomic fundamentals : evidence from GARCH and GARCH-X-models
by Nicholas Apergis
| Year of publication: |
1998
|
|---|---|
| Authors: | Apergēs, Nikolaos |
| Published in: |
Kredit und Kapital. - Berlin : Duncker & Humblot, ISSN 0023-4591, ZDB-ID 3269-4. - Vol. 31.1998, 3, p. 400-412
|
| Subject: | Börsenkurs | Share price | Volatilität | Volatility | Schätzung | Estimation | Theorie | Theory | USA | United States | 1978-1996 |
| 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/10001251551