مرکز منطقه ای اطلاع رساني علوم و فناوري - Re-examining the asymmetric predictability of conditional variances: The role of sudden changes in variance

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 :

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 :