Volatility clustering, leverage effects, and jump dynamics in the US and emerging Asian equity markets
Elton Daal, Atsuyuki Naka, Jung-Suk Yu
| Year of publication: |
2007
|
|---|---|
| Authors: | Daal, Elton ; Naka, Atsuyuki ; Yu, Jung-suk |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 31.2007, 9, p. 2751-2769
|
| Subject: | Volatilität | Volatility | Clusteranalyse | Cluster analysis | ARCH-Modell | ARCH model | Aktienmarkt | Stock market | USA | United States | Schwellenländer | Emerging economies | Asien | Asia |
| Extent: | graph. Darst. |
|---|---|
| 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/10003572361