Stock Volatility during the Recent Financial Crisis
Author:
Publisher
Wiley
Subject
General Economics, Econometrics and Finance,Accounting
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1468-036X.2011.00620.x/fullpdf
Reference3 articles.
1. The behavior of the volatility implicit in the prices of stock index options;Day;Journal of Financial Economics,1988
2. Indexes of US stock prices from 1802 to 1987;Schwert;Journal of Business,1990
3. Stock volatility in the new millennium: how wacky is Nasdaq?;Schwert;Journal of Monetary Economics,2002
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