Think again: volatility asymmetry and volatility persistence

DSpace Repository

Think again: volatility asymmetry and volatility persistence

Author: Baur, Dirk G.; Dimpfl, Thomas
Tübinger Autor(en):
Dimpfl, Thomas
Published in: Studies in Nonlinear Dynamics and Econometrics (2018), Bd. 23, Article 20170020
Verlagsangabe: Walter De Gruyter Gmbh
Language: English
Full text: http://dx.doi.org/10.1515/snde-2017-0020
ISSN: 1558-3708
DDC Classifikation: 300 - Social sciences, sociology and anthropology
330 - Economics
Dokumentart: Artikel
Show full item record

This item appears in the following Collection(s)