Excess Volatility in European Equity Style Indices - New Evidence

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Location: Deutsche Nationalbibliothek Frankfurt am Main

Extent: Online-Ressource

Language: Englisch

Bibliographic citation: IWH-Diskussionspapiere ; 2006,16

Event: Veröffentlichung

(where): Halle (Saale)

(who): Institut für Wirtschaftsforschung Halle - IWH

(when): 2006

Creator: Berneburg, Marian

URN: urn:nbn:de:101:1-201210255024

Rights: Der Zugriff auf das Objekt ist unbeschränkt möglich.

Last update: 25.03.2025, 1:43 PM CET

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Associated

Berneburg, Marian
Institut für Wirtschaftsforschung Halle - IWH

Time of origin

2006

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Excess Volatility in European Equity Style Indices - New Evidence

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Other Objects (12)

Excess Volatility in European Equity Style Indices - New Evidence

A spectral perspective on excess volatility

Welfare and excess volatility of exchange rates

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Managing excess volatility: design and effectiveness of circuit breakers

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Simultaneous Stochastic Volatility Transmission Across American Equity Markets

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Bubbles and excess volatility auf dem deutschen Aktienmarkt

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Managing excess volatility: design and effectiveness of circuit breakers

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Are European equity style indices efficient? : an empirical quest in three essays

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Simultaneous Stochastic Volatility Transmission Across American Equity Markets

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A spectral perspective on excess volatility

Welfare and excess volatility of exchange rates

Dynamic Interdependence and Volatility Transmission in Turkish and European Equity Markets

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A stochastic Gordon-Shapiro formula with excess volatility

Managing excess volatility: design and effectiveness of circuit breakers

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