مرکز منطقه ای اطلاع رساني علوم و فناوري - Large shocks and the September 11th terrorist attacks on international stock markets

Title of article :

Large shocks and the September 11th terrorist attacks on international stock markets

Author/Authors :

Amélie Charles، نويسنده , , Olivier Darné، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2006

Pages :

From page :

683

To page :

698

Keywords :

GARCH model , Stock market indexes , Large shocks , Terrorist attacks , Outliers

Journal title :

Economic Modelling

Serial Year :

2006

Journal title :

Economic Modelling

Record number :

227748

Link To Document :