An Asymmetric Model Of Changing Volatility In Stock Returns
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Bibliographic InfoPaper provided by Princeton, Department of Economics - Financial Research Center in its series Papers with number 118.
Length: 27 pages
Date of creation: 1990
Date of revision:
financial market ; prices ; heteroskedasticity;
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- Fratzscher, Marcel, 2001.
"Financial market integration in Europe: on the effects of EMU on stock markets,"
Working Paper Series
0048, European Central Bank.
- Fratzscher, Marcel, 2002. "Financial Market Integration in Europe: On the Effects of EMU on Stock Markets," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 7(3), pages 165-93, July.
- Fratzscher, M., 2001. "Financial Market Integration in Europe: On the Effects of EMU on Stock Markets," Papers 48, Quebec a Montreal - Recherche en gestion.
- Susan Thorp & George Milunovich, 2005. "Asymmetric Risk and International Portfolio Choice," Research Paper Series 160, Quantitative Finance Research Centre, University of Technology, Sydney.
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