Volatility, Information and Stock Market Crashes
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- Nikolaos Antonakakis & Johann Scharler, 2012. "Volatility Information And Stock Market Crashes," Journal of Advanced Studies in Finance, ASERS Publishing, vol. 3(1), pages 49-57.
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More about this item
Keywords
Stock Market Crash; Volatility; Markov Switching;All these keywords.
JEL classification:
- C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
- D8 - Microeconomics - - Information, Knowledge, and Uncertainty
- G0 - Financial Economics - - General
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