The Asymmetric Impact of Firm-Specific and of Index Returns on the Volatility Processes of Individual Stocks
Year of publication: |
2013
|
---|---|
Authors: | Voukelatos, Nikolaos |
Publisher: |
[2013]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Aktienindex | Stock index | Schätzung | Estimation |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Applied Financial Economics, Vol. 20:21, 2010 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 23, 2010 erstellt Volltext nicht verfügbar |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Dynamic spillovers between oil and stock markets : new approaches at spillover index
Lee, Yen-Hsien, (2015)
-
Sinha, Pankaj, (2016)
-
Correlated idiosyncratic volatility shocks
Qiao, Xiao, (2021)
- More ...
-
Voukelatos, Nikolaos, (2010)
-
The performance of option trading strategies in the EU periphery
Voukelatos, Nikolaos, (2013)
-
Option returns in emerging European markets and the impact of the 2008 crisis
Voukelatos, Nikolaos, (2013)
- More ...