Asymmetry in Volatility: A Comparison of Developed and Transition Stock Markets
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- Lai, Jing-yi, 2012. "Shock-dependent conditional skewness in international aggregate stock markets," The Quarterly Review of Economics and Finance, Elsevier, vol. 52(1), pages 72-83.
More about this item
Keywordsasymmetry; volatility; stock market; transition;
- C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - General
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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