Asymmetries in the Conditional Mean and the Conditional Variance: Evidence From Nine Stock Markets
| Year of publication: |
1998
|
|---|---|
| Authors: | Koutmos, Gregory |
| Published in: |
Journal of Economics and Business. - Elsevier, ISSN 0148-6195. - Vol. 50.1998, 3, p. 277-290
|
| Publisher: |
Elsevier |