Asymmetric conditional volatility in international stock...

Physica A: Statistical Mechanics and its Applications 2007 Vol. 382; Iss. 1

Asymmetric conditional volatility in international stock markets

Nuno B. Ferreira, Rui Menezes, Diana A. Mendes
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Volume:
382
Year:
2007
Language:
english
Pages:
8
DOI:
10.1016/j.physa.2007.02.010
File:
PDF, 166 KB
english, 2007
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