Matches in SemOpenAlex for { <https://semopenalex.org/work/W2891601610> ?p ?o ?g. }
Showing items 1 to 68 of
68
with 100 items per page.
- W2891601610 abstract "This paper compares several statistical models for monthly stock return volatility. The focus is on U.S. data from 1834-19:5 because the post-1926 data have been analyzed in more detail by others. Also, the Great Depression had levels of stock volatility that are inconsistent with stationary models for conditional heteroskedasticity, We show the importance of nonlinearities in stock return behavior that are not captured by conventional ARCH or GARCH models. We also show the nonstationariry of stock volatility, even over the 1834-1925 period." @default.
- W2891601610 created "2018-09-27" @default.
- W2891601610 creator A5077780708 @default.
- W2891601610 creator A5083243044 @default.
- W2891601610 date "1989-05-01" @default.
- W2891601610 modified "2023-09-27" @default.
- W2891601610 title "ALTERNATIVE MODELS FOR CONDITIONAL STOCK VOLATILITY" @default.
- W2891601610 hasPublicationYear "1989" @default.
- W2891601610 type Work @default.
- W2891601610 sameAs 2891601610 @default.
- W2891601610 citedByCount "2" @default.
- W2891601610 countsByYear W28916016102015 @default.
- W2891601610 crossrefType "posted-content" @default.
- W2891601610 hasAuthorship W2891601610A5077780708 @default.
- W2891601610 hasAuthorship W2891601610A5083243044 @default.
- W2891601610 hasConcept C101104100 @default.
- W2891601610 hasConcept C106159729 @default.
- W2891601610 hasConcept C117996083 @default.
- W2891601610 hasConcept C13290067 @default.
- W2891601610 hasConcept C149782125 @default.
- W2891601610 hasConcept C162324750 @default.
- W2891601610 hasConcept C166957645 @default.
- W2891601610 hasConcept C204036174 @default.
- W2891601610 hasConcept C205649164 @default.
- W2891601610 hasConcept C23922673 @default.
- W2891601610 hasConcept C24189920 @default.
- W2891601610 hasConcept C85393063 @default.
- W2891601610 hasConcept C91602232 @default.
- W2891601610 hasConceptScore W2891601610C101104100 @default.
- W2891601610 hasConceptScore W2891601610C106159729 @default.
- W2891601610 hasConceptScore W2891601610C117996083 @default.
- W2891601610 hasConceptScore W2891601610C13290067 @default.
- W2891601610 hasConceptScore W2891601610C149782125 @default.
- W2891601610 hasConceptScore W2891601610C162324750 @default.
- W2891601610 hasConceptScore W2891601610C166957645 @default.
- W2891601610 hasConceptScore W2891601610C204036174 @default.
- W2891601610 hasConceptScore W2891601610C205649164 @default.
- W2891601610 hasConceptScore W2891601610C23922673 @default.
- W2891601610 hasConceptScore W2891601610C24189920 @default.
- W2891601610 hasConceptScore W2891601610C85393063 @default.
- W2891601610 hasConceptScore W2891601610C91602232 @default.
- W2891601610 hasLocation W28916016101 @default.
- W2891601610 hasOpenAccess W2891601610 @default.
- W2891601610 hasPrimaryLocation W28916016101 @default.
- W2891601610 hasRelatedWork W1517412279 @default.
- W2891601610 hasRelatedWork W1565859753 @default.
- W2891601610 hasRelatedWork W1689448101 @default.
- W2891601610 hasRelatedWork W1889909326 @default.
- W2891601610 hasRelatedWork W1971905795 @default.
- W2891601610 hasRelatedWork W2045133813 @default.
- W2891601610 hasRelatedWork W2063806736 @default.
- W2891601610 hasRelatedWork W2139291143 @default.
- W2891601610 hasRelatedWork W2155643899 @default.
- W2891601610 hasRelatedWork W2187156275 @default.
- W2891601610 hasRelatedWork W2188771470 @default.
- W2891601610 hasRelatedWork W2416168347 @default.
- W2891601610 hasRelatedWork W2482878108 @default.
- W2891601610 hasRelatedWork W2487293027 @default.
- W2891601610 hasRelatedWork W2527854252 @default.
- W2891601610 hasRelatedWork W2641507300 @default.
- W2891601610 hasRelatedWork W2912457548 @default.
- W2891601610 hasRelatedWork W3124026849 @default.
- W2891601610 hasRelatedWork W3159944203 @default.
- W2891601610 hasRelatedWork W3165181896 @default.
- W2891601610 isParatext "false" @default.
- W2891601610 isRetracted "false" @default.
- W2891601610 magId "2891601610" @default.
- W2891601610 workType "article" @default.