SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Asymmetric Volatility in Equity Markets Around the World · Study

ArticleShelves

ArticleAsymmetric Volatility in Equity Markets Around the World

Jone Byberg Horpestad2018

OA

Articlegreen2018

Asymmetric Volatility in Equity Markets Around the World

Jone Byberg Horpestad · Štefan Lyócsa · Péter Molnár · Torbjørn Bigseth Olsen

60 citations·0/0 files stored·The North American Journal of Economics and Finance

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Financial Risk and Volatility Modeling Stochastic processes and financial applications Market Dynamics and Volatility

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 60 citations exist upstream.

References

1986Generalized autoregressive conditional heteroskedasticity 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation 1991Conditional Heteroskedasticity in Asset Returns: A New Approach 1993On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks 1993Measuring and Testing the Impact of News on Volatility 1994Automatic Lag Selection in Covariance Matrix Estimation 2008A Simple Approximate Long-Memory Model of Realized Volatility 1987Estimating Time Varying Risk Premia in the Term Structure: The Arch-M Model

Cited by

2021The role of US implied volatility index in forecasting Chinese stock market volatility: Evidence from HAR models 2023ESG and volatility risk: International evidence 2024Asymmetry in returns and volatility between green financial assets, sustainable investments, clean energy, and international stock markets 2019Trading and non-trading period realized market volatility: Does it matter for forecasting the volatility of US stocks?

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2006Chapter 15 Volatility and Correlation Forecastingchapter · 13 shared references 2021Stock market volatility forecasting: Do we need high-frequency data?article · 13 shared references 2010Explaining asymmetric volatility around the worldarticle · 13 shared references 2006VOLATILITY AND CORRELATION FORECASTINGarticle · 12 shared references 2004Predicting the volatility of the S&P-500 stock index via GARCH models: the role of asymmetriesarticle · 11 shared references 2013A comprehensive review of Value at Risk methodologiesarticle · 11 shared references

Details

Year2018

Typearticle

Published2018-01-01

VenueThe North American Journal of Economics and Finance

ISSN-L1062-9408

Languageen

Citations60

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

Identifiers

doi10.1016/j.najef.2018.07.011

openalex_workW2883880271

Links

Imported from OpenAlex (CC0) — nothing here is generated.