Variations in the mean and volatility of stock returns around turning points of the business cycle
Gabriel Perez-Quiros and Allan Timmermann
| Year of publication: |
2007
|
|---|---|
| Authors: | Pérez-Quirós, Gabriel ; Timmermann, Allan |
| Published in: |
Forecasting volatility in the financial markets. - Amsterdam [u.a.] : Elsevier [u.a.], ISBN 0-7506-6942-X. - 2007, p. 333-350
|
| Subject: | Kapitaleinkommen | Capital income | Volatilität | Volatility | Konjunktureller Wendepunkt | Business cycle turning point | Schätzung | Estimation | USA | United States | 1926-1994 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003873006