Showing 1 - 1 results of 1 for search '"leverage effect"', query time: 0.02s Refine Results
  1. 1
    Examining the Leverage Effect, Dynamic Conditional Correlation, and Volatility Spillover Among Selected Indices of the Tehran Stock Exchange: Evidence from the ARMA-DCC-GJR-GARCH Model

    Examining the Leverage Effect, Dynamic Conditional Correlation, and Volatility Spillover Among Selected Indices of the Tehran Stock Exchange: Evidence from the ARMA-DCC-GJR-GARCH M... by Gholamhosein Golarzi, Seyed Ramin Abolfazli

    Published 2024-03-01
    Subjects: “…leverage effect…”
    Get full text
    Article
    Save to List
    Saved in:

Search Tools: