An empirical analysis of volatility clustering and asymmetry for the common stocks using FIEGARCH and EGARCH models (Q2864749)
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scientific article; zbMATH DE number 6232721
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An empirical analysis of volatility clustering and asymmetry for the common stocks using FIEGARCH and EGARCH models |
scientific article; zbMATH DE number 6232721 |
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26 November 2013
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An empirical analysis of volatility clustering and asymmetry for the common stocks using FIEGARCH and EGARCH models (English)
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0.7456175684928894
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0.7329755425453186
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0.7162227034568787
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