• 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
    16
  • 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