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
Link To Document :
https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=130715
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