Author:
Bae Jinho,Kim Chang-Jin,Nelson Charles R.
Subject
Economics and Econometrics,Finance
Reference22 articles.
1. International asset allocation with regime shifts;Ang;Review of Financial Studies,2002
2. Asymmetric volatility and risk in equity markets;Bekaert;Review of Financial Studies,2000
3. Studies of stock price volatility changes;Black,1976
4. A conditionally heteroskedastic time series model of security prices and rates of return data;Bollerslev;Review of Economics and Statistics,1986
5. No news is good news: an asymmetric model of changing volatility in stock returns;Campbell;Journal of Financial Economics,1992
Cited by
66 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