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~isPartOf:"Applied economics"
~isPartOf:"European economic review : EER"
~person:"Bansal, Ravi"
~person:"Costola, Michele"
~subject:"Volatility"
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Interpretable asset markets?
Bansal, Ravi
;
Khatchatrian, Varoujan
;
Yaron, Amir
- In:
European economic review : EER
49
(
2005
)
3
,
pp. 531-560
Persistent link: https://www.econbiz.de/10002612968
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Asymmetry and leverage in GARCH models : a News Impact Curve perspective
Caporin, Massimiliano
;
Costola, Michele
- In:
Applied economics
51
(
2019
)
31
,
pp. 3345-3364
Persistent link: https://www.econbiz.de/10012196836
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