Browsing by Author Tomás, J. A.
Showing results 1 to 1 of 1
| Issue Date | Title | Author(s) | Type | Access Type |
|---|---|---|---|---|
| 2009 | A new approach to bad news effects on volatility: The Multiple-Sign-Volume sensitive regime EGARCH model (MSV-EGARCH) | Curto, J. D.; Tomás, J. A.; Pinto, J. C. | Article | Open Access |