Author:
Premaratne Gamini,Balasubramanyan Lakshmi
Reference46 articles.
1. Emerging equity market volatility;G Bekaert;Journal of Financial Economics,1997
2. Asymmetric Volatility and Risk in Equity Markets;G Bekaert;The Review of Financial Studies,2000
3. A TEST FOR CONDITIONAL HETEROSKEDASTICITY IN TIME SERIES MODELS
4. Estimation and Inference in Nonlinear Structural Models;E K Berndt;Annals of Economic and Social Measurement,1974
5. Generalised Autoregressive Conditional Heteroskedasticity;T Bollerslev;Journal of Economterics,1986
Cited by
10 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献