The dynamic interaction between volatility and returns in the US stock market using leveraged bootstrap simulations
Abdulnasser Hatemi-J; Manuchehr Irandoust
| Year of publication: |
2011
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|---|---|
| Authors: | Hatemi-J, Abdulnasser ; Irandoust, Manuchehr |
| Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 25.2011, 3, p. 329-334
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| Subject: | Volatilität | Volatility | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | Bootstrap-Verfahren | Bootstrap approach | USA | United States | 2004-2009 |
| 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/10009241631