Measuring and testing the impact of news on volatility:
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Cambridge, Mass.
National Bureau of Economic Research
1991
|
| Series: | Working paper series / National Bureau of Economic Research
3681 |
| Subjects: | |
| Physical Description: | 31 S. graph. Darst. |
Staff View
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| indexdate | 2025-02-18T11:01:31Z |
| institution | BVB |
| language | English |
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| physical | 31 S. graph. Darst. |
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| spelling | Engle, Robert F. 1942- Verfasser (DE-588)128388528 aut Measuring and testing the impact of news on volatility Robert F. Engle ; Victor K. Ng Cambridge, Mass. National Bureau of Economic Research 1991 31 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Working paper series / National Bureau of Economic Research 3681 Ökonometrisches Modell Rate of return Japan Econometric models Stock price indexes Japan Econometric models Ng, Victor K. Verfasser (DE-588)170677532 aut National Bureau of Economic Research Working paper series 3681 (DE-604)BV002801238 3681 |
| spellingShingle | Engle, Robert F. 1942- Ng, Victor K. Measuring and testing the impact of news on volatility Ökonometrisches Modell Rate of return Japan Econometric models Stock price indexes Japan Econometric models |
| title | Measuring and testing the impact of news on volatility |
| title_auth | Measuring and testing the impact of news on volatility |
| title_exact_search | Measuring and testing the impact of news on volatility |
| title_full | Measuring and testing the impact of news on volatility Robert F. Engle ; Victor K. Ng |
| title_fullStr | Measuring and testing the impact of news on volatility Robert F. Engle ; Victor K. Ng |
| title_full_unstemmed | Measuring and testing the impact of news on volatility Robert F. Engle ; Victor K. Ng |
| title_short | Measuring and testing the impact of news on volatility |
| title_sort | measuring and testing the impact of news on volatility |
| topic | Ökonometrisches Modell Rate of return Japan Econometric models Stock price indexes Japan Econometric models |
| topic_facet | Ökonometrisches Modell Rate of return Japan Econometric models Stock price indexes Japan Econometric models |
| volume_link | (DE-604)BV002801238 |
| work_keys_str_mv | AT englerobertf measuringandtestingtheimpactofnewsonvolatility AT ngvictork measuringandtestingtheimpactofnewsonvolatility |