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
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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