The Securities-Correlation Risks and the Volatility Effects in the Japanese Stock Market
| Year of publication: |
2013
|
|---|---|
| Authors: | Satoshi, Satoshi Sakamaki |
| Published in: |
Public Policy Review. - Policy Research Institute. - Vol. 9.2013, 3, p. 531-552
|
| Publisher: |
Policy Research Institute |
| Subject: | volatility effects | downside risks | upside risks | average individual securities variance | average correlation coefficient | volatility decomposition |
| Extent: | application/pdf |
|---|---|
| Type of publication: | Article |
| Classification: | G12 - Asset Pricing |
| Source: |
Persistent link: https://www.econbiz.de/10010832857