Asymmetries in the conditional mean and the conditional variance: Evidence from nine stock markets

Journal of Economics and Business

Volumn 50, Issue 3, 1998, Pages 277-290

  Koutmos, Gregory ^a  

^a FAIRFIELD UNIVERSITY   (United States)

Author keywords

Partial adjustment; Stock returns; Threshold GARCH

Indexed keywords

EID: 0000035408     PISSN: 00129933     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0148-6195(98)00004-6     Document Type: Article

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