Asymmetric volatility structure of equity returns: Evidence from an emerging market

Title
Asymmetric volatility structure of equity returns: Evidence from an emerging market
Authors
Keywords
-
Journal
QUARTERLY REVIEW OF ECONOMICS AND FINANCE
Volume 87, Issue -, Pages 330-336
Publisher
Elsevier BV
Online
2021-04-27
DOI
10.1016/j.qref.2021.04.016

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