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Investigating asymmetry in US stock market indexes : evidence from a stochastic volatility model
Cappuccio, Nunzio
;
Lubian, Diego
;
Raggi, Davide
- In:
Applied financial economics
16
(
2006
)
6
,
pp. 479-490
Persistent link: https://www.econbiz.de/10003335022
Saved in:
2
Investigating asymmetry in US stock market indexes: evidence from a stochastic volatility model
Cappuccio, Nunzio
;
Lubian, Diego
;
Raggi, Davide
- In:
Applied financial economics
16
(
2006
)
6
,
pp. 479-490
Persistent link: https://www.econbiz.de/10007634231
Saved in:
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