مرکز منطقه ای اطلاع رساني علوم و فناوري - A note on the time–series relationship between market industry concentration and market volatility

Title of article :

A note on the time–series relationship between market industry concentration and market volatility

Author/Authors :

Xuejing Xing، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2004

Pages :

From page :

105

To page :

115

Keywords :

Market volatility , Industry concentration , EGARCH

Journal title :

Journal of International Financial Markets, Institutions and Money

Serial Year :

2004

Journal title :

Journal of International Financial Markets, Institutions and Money

Record number :

189688

Link To Document :