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: BookPublisher: 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 MODELSNo physical items for this record
Browsing Main Campus Shelves , Shelving location: Book Shelves Close shelf browser
HG4551 ส929ส สารพันปัญหาหุ้น | HG4551 B373V Valuing the futures market clearinghouse's default exposure during the 1987 crash | HG4551 C332S 2016 Stock market 101 : | HG4551 C46T Time-varying betas and asymmetric effects of news : empirical analysis of blue chip stocks | HG4551 C677U 1987 Understanding common stocks | HG4551 F672N No contagion, only interdependence : measuring stock market co-movements | HG4551 H479H 1993 High-return, low-risk investment : using stock selection and market timing |
There are no comments for this item.