prof Sonia Bentes

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Affiliation:


Iscal

address: , Lisboa, 1069, Portugal
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Participant:


8 Ogólnopolskie Sympozjum "Fizyka w Ekonomii i Naukach Społecznych"

began: 2015-11-04
ended: 2015-11-07
Presented:

8 Ogólnopolskie Sympozjum "Fizyka w Ekonomii i Naukach Społecznych"

On the conditional behaviour of stock market volatility: A comparative analysis using the FIGARCH model

Participant:


Econophysics Colloquium 2017

began: 2017-07-04
ended: 2017-07-07
Presented:

Econophysics Colloquium 2017

 Modelling the asymmetric behaviour of stock market volatility: New evidence

Publications:


  1. On the conditional behaviour of stock market volatility: A comparative analysis using the FIGARCH model
  2.  Modelling the asymmetric behaviour of stock market volatility: New evidence



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