Performance Comparison of Alternative Volatility Models Applied to Economic Indexes: the Role of Asymmetric Effects

AuthID
 P-016-XCF
4
Author(s)
Fernandes, MC
·
Dutra, TM
·
Silvestre, I
Document Type
Article in Press
Year published
2024
Published
in APPLIED ECONOMICS, ISSN: 0003-6846
Pages: 1-14 (14)
Indexing
Wos®
Scopus®
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Google Scholar®
Publication Identifiers
SCOPUS: 2-s2.0-85202701297
Wos: WOS:001299588600001
Source Identifiers
ISSN: 0003-6846
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