The asymmetric impact of firm-specific and of index returns on the volatility processes of individual stocks
| Year of publication: |
2010
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|---|---|
| Authors: | Voukelatos, Nikolaos |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 10779735. - Vol. 20.2010, 21, p. 1627-1639
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