Title of article :
Why are stock returns and volatility negatively correlated?
Author/Authors :
Jinho Bae، نويسنده , , Chang-Jin Kim، نويسنده , , Charles R. Nelson، نويسنده ,
Issue Information :
دوماهنامه با شماره پیاپی سال 2007
Pages :
18
From page :
41
To page :
58
Keywords :
Asymmetric volatility , Volatility feedback , Leverage effect , GARCH , Regime switching
Journal title :
Journal of Empirical Finance
Serial Year :
2007
Journal title :
Journal of Empirical Finance
Record number :
130843
Link To Document :
https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=130843
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