Stock volatility in the periods of booms and stagnations
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- Kaizoji, Taisei, 2010. "Stock volatility in the periods of booms and stagnations," MPRA Paper 23727, University Library of Munich, Germany.
References listed on IDEAS
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More about this item
KeywordsStock volatility; booms; stagnations; power-law distributions; and exponential distributions.;
- G00 - Financial Economics - - General - - - General
- C16 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Econometric and Statistical Methods; Specific Distributions
NEP fieldsThis paper has been announced in the following NEP Reports:
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