Quotation Dockner, Engelbert, Siebertova, Zuzana. 2008. Asymmetries in stock returns: GARCH models and outliers.


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Publication's profile

Status of publication Published
Affiliation WU
Type of publication Working/discussion paper, preprint
Language English
Title Asymmetries in stock returns: GARCH models and outliers
Year 2008

Associations

People
Dockner, Engelbert (Details)
External
Siebertova, Zuzana (Comenius Universit├Ąt, Slovakia)
Organization
Institute for Finance and Corporate Strategy IN (Former organization)
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