Work

Asymmetric Volatility in Equity Markets Around the World

Year: 2018

Type: article

Source: The North American Journal of Economics and Finance

DOI: 10.1016/j.najef.2018.07.011

Authors: Jone B. Horpestad, Štefan Lyócsa, Peter Molnár, Torbjørn B. Olsen

Institutions: University of Stavanger, University of Prešov, Masaryk University, Prague University of Economics and Business

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

Funder: Grantová Agentura České Republiky

Award: Forecasting Volatility in Emerging Financial Markets

OpenAlex ID: W2883880271

FWCI: 6.284

Cites: 73

Cited by: 60

Related to: 10