Volatility clustering, leverage effects, and jump dynamics in the US and emerging Asian equity markets

Volatility Clustering, Leverage Effects, and Jump Dynamics in the US and Emerging Asian Equity Markets

Daal, Elton, (2006)

Volatility clustering, leverage effects, and jumps dynamics in emerging Asian equity markets

Daal, Elton, (2004)

Volatility clustering, leverage effects, and jump dynamics in the US and emerging Asian equity markets

Daal, Elton, (2007)