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