The Impact of News on Higher Moments
Year of publication: |
2006-11-01
|
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Authors: | Jondeau, Eric ; Rockinger, Michael |
Institutions: | Institut für Schweizerisches Bankwesen <Zürich> |
Subject: | Aktienrendite | Volatilität | GARCH-Prozess | Exzess |
Extent: | 2150400 bytes 59 p. application/pdf |
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Series: | Working Paper ; 345 (2006) |
Type of publication: | Book / Working Paper |
Language: | English |
Classification: | Employment of capital, capital investment planning and estimate of investment profitability ; Individual Working Papers, Preprints ; No country specification |
Source: | USB Cologne (business full texts) |
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