The asymmetric impact of firm-specific and of index returns on the volatility processes of individual stocks
Nikolaos Voukelatos
| Year of publication: |
2010
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| Authors: | Voukelatos, Nikolaos |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 20.2010, 19/21, p. 1627-1638
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| Subject: | Aktienindex | Stock index | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Volatilität | Volatility | ARCH-Modell | ARCH model | USA | United States | 1998-2007 |
| Type of publication: | Article |
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| 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/10009011576