A double-threshold GARCH model of stock market and currency shocks on stock returns (Q960342)
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scientific article; zbMATH DE number 5383102
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A double-threshold GARCH model of stock market and currency shocks on stock returns |
scientific article; zbMATH DE number 5383102 |
Statements
A double-threshold GARCH model of stock market and currency shocks on stock returns (English)
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17 December 2008
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threshold values
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double-threshold GARCH model
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asymmetry
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stock market returns
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exchange rates
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