Title of article
Re-examining the asymmetric predictability of conditional variances: The role of sudden changes in variance
Author/Authors
Bradley T. Ewing، نويسنده , , Farooq Malik، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2005
Pages
19
From page
2655
To page
2673
Keywords
Volatility , Bivariate GARCH , ICSS algorithm , Capitalization
Journal title
Journal of Banking and Finance
Serial Year
2005
Journal title
Journal of Banking and Finance
Record number
193786
Link To Document