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Nonlinear Time-Series Analysis of Stock Volatilities

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Author Info
Cao, C Q
Tsay, R S
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Article provided by John Wiley & Sons, Ltd. in its journal Journal of Applied Econometrics.

Volume (Year): 7 (1992)
Issue (Month): S (Suppl. Dec.)
Pages: S165-85
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Handle: RePEc:jae:japmet:v:7:y:1992:i:s:p:s165-85

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  7. D. Jones & Maurice Peat & Max Stevenson, 1996. "Does the Process of Spatial Aggregation of U.K. Unemplyment Rate Series Serve to Induce or Remove Evidence of Asymmetry in the Business Cycle," Working Paper Series 67, School of Finance and Economics, University of Technology, Sydney. [Downloadable!]
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