University of Helsinki, Helsinki 2008.
Asymmetric News Effects on Volatility: Good vs. Bad News in Good vs. Bad Times
Helinä Laakkkonen - Markku Lanne
Discussion Paper No 207 / March 2008.
Helsinki Center of Economic Research, Discussion Papers,
- As a PDF file (URN:NBN:fi-fe200804011198) - 229 kB
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Last updated 01.04.2008