Title of article
A generalized partially linear model of asymmetric volatility
Author/Authors
Guojun Wu، نويسنده , , Zhijie Xiao، نويسنده ,
Issue Information
دوماهنامه با شماره پیاپی سال 2002
Pages
33
From page
287
To page
319
Keywords
Asymmetric volatility , News impact curve0927-5398/02/$ - see front matter D 2002 Elsevier Science B.V. All rights reserved.PII: S0927-5398(01)00057-3*
Journal title
Journal of Empirical Finance
Serial Year
2002
Journal title
Journal of Empirical Finance
Record number
130715
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