A Behavioral Explanation For The Asymmetric Volatility Effect
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References listed on IDEAS
- Monacciani, Fabiana, 2010. "University departments evaluation: a multivariate approach," MPRA Paper 24224, University Library of Munich, Germany.
- Fabiana Monacciani, 2010. "University Departments evaluation:a multivariate Approach," Journal of Research in Educational Sciences, ASERS Publishing, vol. 0(2), pages 95-108, December.
More about this item
Keywordsasymmetric volatility; disposition effect; behavioural finance; subprime crisis; capital gain;
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- F15 - International Economics - - Trade - - - Economic Integration
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