Estimating stock market volatility using asymmetric GARCH models

Applied Financial Economics

Volumn 18, Issue 15, 2008, Pages 1201-1208

  Alberg, Dima ^a   Shalit, Haim ^a   Yosef, Rami ^a  

^a BEN GURION UNIVERSITY OF THE NEGEV   (Israel)

Author keywords

[No Author keywords available]

Indexed keywords

EMPIRICAL ANALYSIS; MODELING; PREDICTION; STOCK MARKET; VARIANCE ANALYSIS;

ASIA; EURASIA; ISRAEL; MIDDLE EAST;

EID: 48249100516     PISSN: 09603107     EISSN: 14664305     Source Type: Journal    
DOI: 10.1080/09603100701604225     Document Type: Article

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