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

✍ Scribed by Chin Wen Cheong; Abu Hassan Shaari Mohd Nor; Zaidi Isa

• Publisher: Elsevier Science
• Year: 2007
• Tongue: English
• Weight: 301 KB
• Volume: 373
• Category: Article
• ISSN: 0378-4371
• DOI: 10.1016/j.physa.2006.05.050