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To keep faith with homoskedasticity or to go back to heteroskedasticity? The case of FATANG stocks
Did the pattern of US stock market volatility change due to COVID-19 or have the US stock markets been less volatile despite the pandemic shock? And as for tech stocks, are they even less volatile than the market overall? In this paper, we provide evidence in favor of a “quietness” in the stock mark...
Gorde:
| Argitaratua izan da: | Nonlinear Dyn |
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| Egile nagusia: | |
| Formatua: | Artigo |
| Hizkuntza: | Inglês |
| Argitaratua: |
Springer Netherlands
2021
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| Gaiak: | |
| Sarrera elektronikoa: | https://ncbi.nlm.nih.gov/pmc/articles/PMC8162171/ https://ncbi.nlm.nih.gov/pubmed/34075278 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1007/s11071-021-06535-8 |
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