Pages that link to "Item:Q1000418"
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The following pages link to Volatility clustering, asymmetry and hysteresis in stock returns: International evidence (Q1000418):
Displaying 3 items.
- A double-threshold GARCH model of stock market and currency shocks on stock returns (Q960342) (← links)
- An empirical analysis of volatility clustering and asymmetry for the common stocks using FIEGARCH and EGARCH models (Q2864749) (← links)
- Asymmetric response and interaction of U.S. and local news in financial markets (Q5467291) (← links)