For Publishers
DiscoveryMetadataPeer reviewHostingPublishing
For Researchers
JoinPublishReviewCollect
Register
Blog
About
Search
Advanced search
My ScienceOpen
Search
For Publishers
For Researchers
Blog
About
5
views
20
references
 Top references
cited by
195
    
0 reviews
 Review
0
comments
 Comment
0
recommends
+1 Recommend
0 collections
    0
    shares
      3,695
      similar
       All similar
      • Record: found
      • Abstract: not found
      • Article: not found

      Modeling Asymmetric Comovements of Asset Returns

      Author(s): ,
      Publication date Created:
      Publication date (Print):
      Journal: Review of Financial Studies
      Publisher: Oxford University Press (OUP)

      Read this article at

      ScienceOpenPublisher
      Bookmark
          There is no author summary for this article yet. Authors can add summaries to their articles on ScienceOpen to make them more accessible to a non-specialist audience.

          Related collections

          Most cited references20

          • Record: found
          • Abstract: not found
          • Article: not found

          Conditional Heteroskedasticity in Asset Returns: A New Approach

          Daniel B. Nelson (1991)
          Article 0 comments Cited 668 times – based on 0 reviews     Review now
            Bookmark
            • Record: found
            • Abstract: not found
            • Article: not found

            ARCH modeling in finance

            Tim Bollerslev, Ray Y. Chou, Kenneth Kroner (1992)
            Article 0 comments Cited 276 times – based on 0 reviews     Review now
              Bookmark
              • Record: found
              • Abstract: not found
              • Article: not found

              Multivariate Simultaneous Generalized ARCH

              Kenneth Kroner, Robert F. Engle (1995)
              Article 0 comments Cited 268 times – based on 0 reviews     Review now
                Bookmark
                All references

                Author and article information

                Journal
                Title: Review of Financial Studies
                Abbreviated Title: Rev. Financ. Stud.
                Publisher: Oxford University Press (OUP)
                ISSN (Print): 0893-9454
                ISSN (Electronic): 1465-7368
                Publication date Created: October 01 1998
                Publication date (Print): October 01 1998
                Volume: 11
                Issue: 4
                Pages: 817-844
                Article
                DOI: 10.1093/rfs/11.4.817
                SO-VID: 2d3d3b41-a30e-44b8-ab88-bd9835a112d2
                Copyright © © 1998
                History

                Data availability:

                Comments

                Comment on this article