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prof Sonia Bentes
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+351-96-5030527
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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:
On the conditional behaviour of stock market volatility: A comparative analysis using the FIGARCH model
Modelling the asymmetric behaviour of stock market volatility: New evidence
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