Re-examining the asymmetric predictability of conditional variances: The role of sudden changes in variance
| Year of publication: |
2005
|
|---|---|
| Authors: | Ewing, Bradley T. ; Malik, Farooq |
| Published in: |
Journal of Banking & Finance. - Elsevier, ISSN 0378-4266. - Vol. 29.2005, 10, p. 2655-2673
|
| Publisher: |
Elsevier |