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An empirical analysis of volatility clustering and asymmetry for the common stocks using FIEGARCH and EGARCH models - MaRDI portal

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An empirical analysis of volatility clustering and asymmetry for the common stocks using FIEGARCH and EGARCH models

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Publication:2864749

DOI10.14490/JJSS.42.1zbMATH Open1281.62229OpenAlexW2139655063MaRDI QIDQ2864749

Author name not available (Why is that?)

Publication date: 26 November 2013

Published in: (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.14490/jjss.42.1




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