Recent evidence by Campbell et al. [J.Y. Campbell, M. Lettau B.G. Malkiel, Y. Xu, Have individual stocks become more volatile? An empirical exploration of idiosyncratic risk, The Journal of Finance (February) ( 2001)] shows an increase in firm-level volatility and a decline of the correlation among
Nonlinear Intraday Dynamics in Eurostoxx50 Index Markets
β Scribed by Robles-Fernandez, M. Dolores; Nieto, Luisa; Fernandez, M. Angeles
- Book ID
- 121840513
- Publisher
- The Berkeley Electronic Press,Walter de Gruyter GmbH & Co. KG
- Year
- 2004
- Tongue
- English
- Weight
- 527 KB
- Volume
- 8
- Category
- Article
- ISSN
- 1081-1826
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