Work

Asymmetry and long-memory volatility: Some empirical evidence using GARCH

Year: 2006

Type: article

Source: Physica A Statistical Mechanics and its Applications

DOI: 10.1016/j.physa.2006.05.050

Authors: Chin Wen Cheong, Abu Hassan Shaari Mohd Nor, Zaidi Isa

Institutions: Multimedia University, National University of Malaysia

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2143338348

FWCI: 7.348

Cites: 37

Cited by: 53

Related to: 10