An alternative conditional asymmetry specification for stock returns

Applied Financial Economics

Volumn 13, Issue 7, 2003, Pages 537-541

  Brännäs, Kurt ^a   Nordman, Niklas ^a  

^a UMEÅ UNIVERSITY   (Sweden)

Author keywords

[No Author keywords available]

Indexed keywords

MODELING; PRICE DYNAMICS; STOCK MARKET;

EID: 0042315325     PISSN: 09603107     EISSN: None     Source Type: Journal    
DOI: 10.1080/0960310022000020889     Document Type: Article

References (12)

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