Work

Modelling the asymmetry of stock market volatility

Year: 1998

Type: article

Source: Applied Financial Economics

DOI: 10.1080/096031098333122

Author: Olan Henry

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2139291143

FWCI: 2.963

Cites: 31

Cited by: 59

Related to: 10