Work

The impact of COVID-19 on S&P500 sector indices and FATANG stocks volatility: An expanded APARCH model

Year: 2021

Type: article

Source: Finance research letters

DOI: 10.1016/j.frl.2021.102247

Authors: José Dias Curto, Pedro Serrasqueiro

Institution: ISCTE Business School

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funder: Fundação para a Ciência e a Tecnologia

OpenAlex ID: W3175012252

FWCI: 5.596

Cites: 30

Cited by: 41

Related to: 10