Stock returns, implied volatility innovations, and the asymmetric volatility phenomenon
Patrick Dennis, Stewart Mayhew, and Chris Stivers
| Year of publication: |
2006
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|---|---|
| Authors: | Dennis, Patrick ; Mayhew, Stewart ; Stivers, Christopher T. |
| Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 41.2006, 2, p. 381-406
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| Subject: | Kapitaleinkommen | Capital income | Volatilität | Volatility | Aktienindex | Stock index | USA | United States |
| 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/10003331899