Why are stock returns and volatility negatively correlated?
Jinho Bae, Chang-Jin Kim, Charles R. Nelson
| Year of publication: |
2007
|
|---|---|
| Authors: | Bae, Jinho ; Kim, Chang-jin ; Nelson, Charles R. |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 14.2007, 1, p. 41-58
|
| Subject: | Kapitaleinkommen | Capital income | Volatilität | Volatility | Korrelation | Correlation | ARCH-Modell | ARCH model | USA | United States | 1952-1999 |
| 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/10003416062