Asymmetric response and interaction of U.S. and local news in financial markets (Q5467291)
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scientific article; zbMATH DE number 5025750
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymmetric response and interaction of U.S. and local news in financial markets |
scientific article; zbMATH DE number 5025750 |
Statements
Asymmetric response and interaction of U.S. and local news in financial markets (English)
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24 May 2006
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GARCH model with thresholds
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Markov chain Monte Carlo
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prediction of stock returns
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