✦ LIBER ✦
A new approach to bad news effects on volatility: the multiple-sign-volume sensitive regime EGARCH model (MSV-EGARCH)
✍ Scribed by José Dias Curto; João Amaral Tomaz; José Castro Pinto
- Book ID
- 106301836
- Publisher
- Springer-Verlag
- Year
- 2009
- Tongue
- English
- Weight
- 292 KB
- Volume
- 8
- Category
- Article
- ISSN
- 1617-982X
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