The Resource Measuring and testing the impact of news on volatility, Robert F. Engle and Victor K. Ng

Measuring and testing the impact of news on volatility, Robert F. Engle and Victor K. Ng

Label
Measuring and testing the impact of news on volatility
Title
Measuring and testing the impact of news on volatility
Statement of responsibility
Robert F. Engle and Victor K. Ng
Creator
Contributor
Subject
Language
eng
Member of
Cataloging source
DGW
http://library.link/vocab/creatorName
Engle, R. F.
Illustrations
illustrations
Index
no index present
Literary form
non fiction
Nature of contents
bibliography
http://library.link/vocab/relatedWorkOrContributorName
Ng, Victor
Series statement
Working paper / Mitsui Life Financial Research Center, School of Business Administration, University of Michigan
Series volume
no. 92-11
http://library.link/vocab/subjectName
  • Rate of return
  • Stock price indexes
Label
Measuring and testing the impact of news on volatility, Robert F. Engle and Victor K. Ng
Instantiates
Publication
Note
"June 1992."
Bibliography note
Includes bibliographical references (p. 21-22)
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Dimensions
28 cm.
Edition
Third edition.
Extent
22 pages, 10 unnumbered pages
Media category
unmediated
Media MARC source
rdamedia
Media type code
  • n
Other physical details
illustrations
System control number
01-B2735
Label
Measuring and testing the impact of news on volatility, Robert F. Engle and Victor K. Ng
Publication
Note
"June 1992."
Bibliography note
Includes bibliographical references (p. 21-22)
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Dimensions
28 cm.
Edition
Third edition.
Extent
22 pages, 10 unnumbered pages
Media category
unmediated
Media MARC source
rdamedia
Media type code
  • n
Other physical details
illustrations
System control number
01-B2735

Library Locations

    • Biddle Law LibraryBorrow it
      3400 Chestnut Street, Philadelphia, Pennsylvania, 19104, US
      39.954941 -75.193362
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