期刊论文详细信息
Asian Economic and Financial Review
Dynamics of the Relationship between Implied Volatility Indices and Stock Prices Indices: The Case of European Stock Markets
Rouetbi Emna1  Chaabani Myriam1 
关键词: Implied volatility indices;    Stock market returns;    Volatility asymmetry;    Volatility feedback;    European equity markets.;   
DOI  :  10.18488/journal.aefr/2017.7.1/102.1.52.62
学科分类:社会科学、人文和艺术(综合)
来源: Asian Economic and Social Society
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