Title of article
A re-examination of the asymmetric power ARCH model
Author/Authors
Menelaos Karanasos، نويسنده , , Jinki Kim، نويسنده ,
Issue Information
دوماهنامه با شماره پیاپی سال 2006
Pages
16
From page
113
To page
128
Keywords
Asymmetric power ARCH , Power transformation , Autocorrelations , stock returns
Journal title
Journal of Empirical Finance
Serial Year
2006
Journal title
Journal of Empirical Finance
Record number
130822
Link To Document