BUSINESS CYCLE ASYMMETRIES IN STOCK RETURNS: ROBUST EVIDENCE
Year of publication: |
2007
|
---|---|
Authors: | KIANI, Khurshid M. |
Published in: |
International Journal of Applied Econometrics and Quantitative Studies. - Euro-American Association of Economic Development. - Vol. 4.2007, 2, p. 99-120
|
Publisher: |
Euro-American Association of Economic Development |
Subject: | asymmetries | business cycles | conditional heteroskedasticity | long memory | nonlinearities | outliers | excess returns | stable distributions |
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