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La volatilité du Dow Jones : les leçons de l’histoire à travers l’étude des chocs (1928-2013)

Abstract : We report in this article the extreme movements that have affected the volatility of the DJIA. We observe that these events characterized by very high amplitudes occur in periods of high volatility particularly over the periods 1929-1934, 1937-1938 and 2007-2011.
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https://hal-audencia.archives-ouvertes.fr/hal-01169737
Contributor : Sylvia Cheminel <>
Submitted on : Tuesday, June 30, 2015 - 10:39:55 AM
Last modification on : Thursday, September 3, 2020 - 4:18:59 PM

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Amélie Charles, Olivier Darné. La volatilité du Dow Jones : les leçons de l’histoire à travers l’étude des chocs (1928-2013). Revue d'économie financière, Association d'économie financière 2015, pp.243-247. ⟨10.3917/ecofi.118.0243⟩. ⟨hal-01169737⟩

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