The distribution of realized variances : marginal behaviors, asymmetric dependence and contagion effects
Year of publication: |
2009
|
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Authors: | Ané, Thierry ; Métais, Carole |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 18.2009, 3, p. 134-150
|
Subject: | Aktienindex | Stock index | Volatilität | Volatility | Statistische Verteilung | Statistical distribution | Multivariate Verteilung | Multivariate distribution | Deutschland | Germany | Frankreich | France | Großbritannien | United Kingdom |
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