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Asymmetric Conditional Volatility in International Stock Markets
AuthID
P-004-8MV
3
Author(s)
Ferreira, NB
·
Menezes, R
·
Mendes, DA
Document Type
Article
Year published
2007
Published
in
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS,
ISSN: 0378-4371
Volume: 382, Issue: 1, Pages: 73-80 (8)
Conference
5Th International Conference on Applications of Physics in Financial Analysis (Apfa 5),
Date:
JUN 29-JUL 01, 2006,
Location:
Turin, ITALY
Indexing
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Publication Identifiers
DOI
:
10.1016/j.physa.2007.02.010
SCOPUS
: 2-s2.0-34249813383
Wos
: WOS:000247993000012
Source Identifiers
ISSN
: 0378-4371
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