Time-varying betas and asymmetric effects of news : empirical analysis of blue chip stocks

By: Cho, Young-Hye.
Contributor(s): Engle, Robert F.
Material type: materialTypeLabelBookPublisher: Cambridge, Mass. : National Bureau of Economic Research, 1999Description: 30.Call No.: HG4551 C46T Subject(s): STOCK EXCHANGES AND CURRENT EVENTS -- UNITED STATES -- ECONOMETRIC MODELS | STOCKS -- PRICES -- UNITED STATES -- FORECASTING | BLUE-CHIP STOCKS -- PRICES -- UNITED STATES -- FORECASTING | RISK PERCEPTION -- UNITED STATES -- ECONOMETRIC MODELS
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