A New Approach to Bad News Effects on Volatility: the Multiple-Sign-Volume Sensitive Regime Egarch Model (Msv-Egarch)

AuthID
 P-003-MBG
3
Author(s)
Tomaz, JA
·
Document Type
Article
Year published
2009
Published
in PORTUGUESE ECONOMIC JOURNAL, ISSN: 1617-982X
Volume: 8, Issue: 1, Pages: 23-36 (14)
Conference
2Nd Meeting of the Portuguese Economic Journal, Date: JUL 04-05, 2008, Location: Evora, PORTUGAL, Host: Univ Evora, Ctr Adv Studies Management & Econom
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Publication Identifiers
SCOPUS: 2-s2.0-63349094957
Wos: WOS:000264496200004
Source Identifiers
ISSN: 1617-982X
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