EconPapers    
Economics at your fingertips  
 

Volatility clustering, leverage effects, and jump dynamics in the US and emerging Asian equity markets

Elton Daal, Atsuyuki Naka and Jung-Suk Yu ()

Journal of Banking & Finance, 2007, vol. 31, issue 9, 2751-2769

Date: 2007
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (14) Track citations by RSS feed

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0378-4266(07)00140-9
Full text for ScienceDirect subscribers only

Related works:
Working Paper: Volatility Clustering, Leverage Effects, and Jump Dynamics in the US and Emerging Asian Equity Markets (2006) Downloads
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:jbfina:v:31:y:2007:i:9:p:2751-2769

Access Statistics for this article

Journal of Banking & Finance is currently edited by Ike Mathur

More articles in Journal of Banking & Finance from Elsevier
Bibliographic data for series maintained by Haili He ().

 
Page updated 2020-09-03
Handle: RePEc:eee:jbfina:v:31:y:2007:i:9:p:2751-2769