Stock Market Asymmetric Volatility and Macroeconomic Dynamics in Central and Eastern Europe-Reference-Cited by-同舟云学术

Stock Market Asymmetric Volatility and Macroeconomic Dynamics in Central and Eastern Europe

Published:2015 Issue: Volume:22 Page:560-567
ISSN:2212-5671
Container-title:Procedia Economics and Finance
language:en
Short-container-title:Procedia Economics and Finance

Author:

Albu Lucian Liviu,Lupu Radu,Călin Adrian Cantemir

Publisher

Elsevier BV

Subject

General Economics, Econometrics and Finance

Reference30 articles.

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4. Stock Returns, Implied Volatility Innovations, and the Asymmetric Volatility Phenomenon;Dennis;Journal of Financial and Quantitative Analysis,2006

5. Studies of Stock Price Volatility Changes. Proceedings of the 1976 Meetings of the American Statistical Association;Black;Business and Economical Statistics Section,1976

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