Publicações

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

AuthID
P-003-MBG

Author(s)

Curto, JD

Tomaz, JA

Pinto, JC

Tipo de Documento

Article

Year published

2009

Publicado

in PORTUGUESE ECONOMIC JOURNAL, ISSN: 1617-982X

Volume: 8, Número: 1, Páginas: 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

Indexing

Wos^®

Scopus^®

Crossref^®

Google Scholar^®

Metadata
Fontes

Publication Identifiers

DOI: 10.1007/s10258-009-0037-9

SCOPUS: 2-s2.0-63349094957

Wos: WOS:000264496200004

Source Identifiers

ISSN: 1617-982X

Export Publication Metadata

Lista Marked

Adicionar à lista Marked

Info

At this moment we don't have any links to full text documens.

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

Links Úteis

Ajuda

Autenticação Federada (Clique na imagem)

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

Links Úteis

Ajuda