Jimenez-Martin, Juan Angel Jimenez Martin; McAleer, Michael - Facultad de Ciencias Económicas y Empresariales, … - 2009
five stock indexes before, during,and after the 2008-09 financial crisis. The data used are the Dow Jones Industrial …, during and after the 2008-09 financial crisis. Moreover, it is found that an aggressive risk management strategy, namely the …