Asymmetry and leverage with news impact curve perspective in Australian stock returns' volatility during COVID-19
Year of publication: |
2021
|
---|---|
Authors: | Iqbal, Najam ; Manzoor, Muhammad Saqib ; Bhatti, Muhammad Ishaq |
Published in: |
Journal of Risk and Financial Management. - Basel : MDPI, ISSN 1911-8074. - Vol. 14.2021, 7, p. 1-15
|
Publisher: |
Basel : MDPI |
Subject: | Australian stock market | COVID-19 | EGARCH | GARCH | news impact curve | volatility |
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