Co-movements and asymmetric volatility in the Portuguese and U.S. Stock markets
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Publication:2432371
DOI10.1007/s11071-006-2020-7zbMath1130.91341OpenAlexW2049443143MaRDI QIDQ2432371
Rui Menezes, Nuno B. Ferreira, Diana A. Mendes
Publication date: 25 October 2006
Published in: Nonlinear Dynamics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11071-006-2020-7
Macroeconomic theory (monetary models, models of taxation) (91B64) Statistical methods; economic indices and measures (91B82)
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