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Re-examining the asymmetric predictability of conditional variances: The role of sudden changes in variance

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  • Ewing, Bradley T.
  • Malik, Farooq

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  • Ewing, Bradley T. & Malik, Farooq, 2005. "Re-examining the asymmetric predictability of conditional variances: The role of sudden changes in variance," Journal of Banking & Finance, Elsevier, vol. 29(10), pages 2655-2673, October.
    • Handle: RePEc:eee:jbfina:v:29:y:2005:i:10:p:2655-2673
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