مرکز منطقه ای اطلاع رساني علوم و فناوري - Asymmetric temporary and permanent stock-price innovations

Title of article :

Asymmetric temporary and permanent stock-price innovations

Author/Authors :

Philip A. Shively، نويسنده ,

Issue Information :

دوماهنامه با شماره پیاپی سال 2007

Pages :

From page :

120

To page :

130

Keywords :

Asymmetric volatility , Excess volatility , Temporary–permanent decomposition , Nonlinear structural model , Threshold vector autoregression

Journal title :

Journal of Empirical Finance

Serial Year :

2007

Journal title :

Journal of Empirical Finance

Record number :

130846

Link To Document :