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Asymmetric volatility in equity markets around the world

The result's identifiers

  • Result code in IS VaVaI

    <a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61384399%3A31110%2F19%3A00053673" target="_blank" >RIV/61384399:31110/19:00053673 - isvavai.cz</a>

  • Alternative codes found

    RIV/00216224:14560/19:00107195

  • Result on the web

    <a href="https://www.sciencedirect.com/science/article/abs/pii/S1062940817303984?via%3Dihub" target="_blank" >https://www.sciencedirect.com/science/article/abs/pii/S1062940817303984?via%3Dihub</a>

  • DOI - Digital Object Identifier

    <a href="http://dx.doi.org/10.1016/j.najef.2018.07.011" target="_blank" >10.1016/j.najef.2018.07.011</a>

Alternative languages

  • Result language

    angličtina

  • Original language name

    Asymmetric volatility in equity markets around the world

  • Original language description

    Main topics of the document: asymmetric volatility; high-frequency; realized volatility; HAR; GARCH; forecasting

  • Czech name

  • Czech description

Classification

  • Type

    J<sub>imp</sub> - Article in a specialist periodical, which is included in the Web of Science database

  • CEP classification

  • OECD FORD branch

    50206 - Finance

Result continuities

  • Project

    <a href="/en/project/GA18-05829S" target="_blank" >GA18-05829S: Forecasting Volatility in Emerging Financial Markets</a><br>

  • Continuities

    I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace

Others

  • Publication year

    2019

  • Confidentiality

    S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Data specific for result type

  • Name of the periodical

    The North American Journal of Economics and Finance

  • ISSN

    1062-9408

  • e-ISSN

  • Volume of the periodical

    48

  • Issue of the periodical within the volume

    1

  • Country of publishing house

    NL - THE KINGDOM OF THE NETHERLANDS

  • Number of pages

    15

  • Pages from-to

    540-554

  • UT code for WoS article

    000465646200035

  • EID of the result in the Scopus database

    2-s2.0-85050639624