Work

Stock market dynamics in a regime-switching asymmetric power GARCH model

Year: 2005

Type: article

Source: International Review of Financial Analysis

DOI: 10.1016/j.irfa.2005.08.002

Authors: Thierry Ané, Loredana Ureche-Rangau

Institutions: Institut d'Economie Scientifique Et de Gestion, Université de Reims Champagne-Ardenne

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2073722980

FWCI: 1.708

Cites: 27

Cited by: 27

Related to: 10