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Journal of banking & finance
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Volatility clustering, leverage effects, and jump dynamics in the US and emerging Asian equity markets
Daal, Elton
;
Naka, Atsuyuki
;
Yu, Jung-suk
- In:
Journal of banking & finance
31
(
2007
)
9
,
pp. 2751-2769
Persistent link: https://www.econbiz.de/10003572361
Saved in:
2
Volatility clustering, leverage effects, and jump dynamics in the US and emerging Asian equity markets
Daal, Elton
;
Naka, Atsuyuki
;
Yu, Jung-Suk
- In:
Journal of banking & finance
31
(
2007
)
9
,
pp. 2751-2769
Persistent link: https://www.econbiz.de/10007765818
Saved in:
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