Work

Asymmetry in Volatility: A Comparison of Developed and Transition Stock Markets

Year: 2010

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.1568748

Authors: Piotr Wdowinski, Marta Malecka

Institutions: Ifo Institute for Economic Research, University of Łódź, National Bank of Poland

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W1572437215

Cites: 44

Cited by: 40

Related to: 10