keyword Reversed Leverage Effect Bias / (1 Article)
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Writer : Jafari، Farzad ؛ Tajdini، Saeid ؛ Lotfi Ghahroud، Majid ؛
Journal:Journal of Mathematics and Modeling in Finance»Winter and Spring 2021, Volume 1 - Number 1 (12 page(s) - From 65 to 76 )
Keywords:GARCHStock MarketVolatilityReversed Leverage Effect BiasGJRGARCH
| Journal (Article count) |
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| Journal Journal of Mathematics and Modeling in Finance 1 |