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Explaining asymmetric volatility around the world

author
statement of authorship
Tõnn Talpsepp, Marc Oliver Rieger
source
journal volume number month
Vol. 17
year of publication
pages
5, p. 938-956
url
ISSN
0927-5398
notes
Bibliogr. p. 956
language
inglise
Talpsepp, T., Rieger, M. O. Explaining asymmetric volatility around the world // Journal of empirical finance (2010) Vol. 17, 5, p. 938-956. https://econpapers.repec.org/article/eeeempfin/v_3a17_3ay_3a2010_3ai_3a5_3ap_3a938-956.htm