Analyse der Auswirkungen der COVID-19-Krise
The purpose of this book is to analyze the impact of the COVID-19 crisis on the phenomenon of persistence and asymmetric volatility of the Paris stock market. To do this, we have split our series into two periods before (from 03/01/2017 to 23/01/2020) and during (from 24/01/2020 to 21/10/2021) the COVID-19 crisis based on the appearance of the first case ...