Modelling return and conditional volatility exposures in global stock markets
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- LesÅ‚aw Markowski, 2015. "Conditional Volatility Exposures in Asset Pricing in the Downside and Classical Framework," Research in Economics and Business: Central and Eastern Europe, Tallinn School of Economics and Business Administration, Tallinn University of Technology, vol. 7(1).
- Lesław Markowski, 2015. "Modelling return and conditional volatility exposures in the downside framework for new tech and media stocks on the Warsaw Stock Exchange," Collegium of Economic Analysis Annals, Warsaw School of Economics, Collegium of Economic Analysis, issue 36, pages 391-402.
More about this item
KeywordsConditional volatility exposures; Emerging market risk; GARCH modelling;
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