The asymmetric reverting property of stock returns
Year of publication: |
2003 ; [Elektronische Ressource]
|
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Other Persons: | Nam, Kiseok (contributor) |
Published in: |
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet. - Berlin : De Gruyter, ISSN 1558-3708, ZDB-ID 1385261-9. - Vol. 6.2002, 4
|
Subject: | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | ARCH-Modell | ARCH model | Volatilität | Volatility | Risikoprämie | Risk premium | USA | United States | 1926-1997 |
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