Asymmetric Conditional Volatility in International Stock Markets

AuthID
P-004-8MV
3
Author(s)
Ferreira, NB
·
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
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Publication Identifiers
SCOPUS: 2-s2.0-34249813383
Wos: WOS:000247993000012
Source Identifiers
ISSN: 0378-4371
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