Volatility clustering, asymmetry and hysteresis in stock returns : international evidence
Michel Crouhy ; G. Michael Rockinger
| Year of publication: |
1994
|
|---|---|
| Authors: | Crouhy, Michel ; Rockinger, Michael |
| Institutions: | Chambre de commerce et d'industrie de Paris (contributor) |
| Publisher: |
Paris [u.a.] : Chambre de Commerce et d'Industrie de Paris |
| Subject: | Volatilität | Volatility | Hysterese | Hysteresis | Welt | World | Kapitaleinkommen | Capital income | Zeitreihenanalyse | Time series analysis |
| Extent: | 48, 4 S. graph. Darst |
|---|---|
| Series: | Les cahiers de recherche / HEC Paris. - Jouy-en-Josas, ZDB-ID 2394841-3. - Vol. 521 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper |
| Language: | English |
| ISBN: | 2-85418-521-8 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000907916