A new approach to bad news effects on volatility the multiple-sign-volume sensitive regime EGARCH model (MSV-EGARCH)

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Veröffentlicht in:Portuguese economic journal
1. Verfasser: Curto, José Dias (VerfasserIn)
Weitere Verfasser: Tomaz, João Amaral (VerfasserIn), Pinto, José Castro (VerfasserIn)
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Sprache:eng
Veröffentlicht: 2009
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