Open AccessAsymmetry Effects in Volatility on the Major European Stock Markets: the EGARCH Based Approach
Author(s) -
Joanna Olbryś,
Elżbieta Majewska
Publication year - 2017
Publication title -
quantitative finance and economics
Language(s) - English
Resource type - Journals
ISSN - 2573-0134
DOI - 10.3934/qfe.2017.4.411
Subject(s) - volatility (finance) , economics , univariate , stock (firearms) , financial crisis , financial economics , financial market , stock market , econometrics , monetary economics , finance , mathematics , statistics , multivariate statistics , macroeconomics , geography , context (archaeology) , archaeology