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volatility asymmetry (keyword)
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1
journal article EST
/
journal article ENG
Asymmetric attention and volatility asymmetry
Dzielinski, Michal
;
Rieger, Marc Oliver
;
Talpsepp, Tõnn
Journal of empirical finance
2018
/
p. 59-67 : ill
https://doi.org/10.1016/j.jempfin.2017.09.010
Journal metrics at Scopus
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Article at WOS
journal article EST
/
journal article ENG
2
journal article
International comparison of local currency effects on stock market volatility asymmetry in Asian markets
Talpsepp, Tõnn
International proceedings of economics development and research
2012
/
p. 46-51 : ill
journal article
3
journal article
Local currency effect on volatility asymmetry in Asian stock markets
Talpsepp, Tõnn
International journal of trade, economics and finance
2012
/
p. 293-298 : ill
journal article
Number of records 3, displaying
1 - 3
keyword
16
1.
volatility asymmetry
2.
employment volatility
3.
price volatility
4.
volatility
5.
volatility impulse response functions
6.
volatility of compounds
7.
volatility spillover
8.
asymmetry
9.
asymmetry in machines
10.
information asymmetry
11.
side asymmetry
12.
spectral asymmetry
13.
spectral asymmetry index
14.
spectral asymmetry index (SASI)
15.
wave asymmetry
16.
"opposite asymmetry"
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