Estimating stock market volatility using asymmetric GARCH models
| Year of publication: |
2008
|
|---|---|
| Authors: | Alberg, Dima ; Shalit, Haim ; Yosef, Rami |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 10779735. - Vol. 18.2008, 15, p. 1201-1208
|