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prof Sonia Bentes
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| e-mail: | ***@iscal.ipl.pt |
| phone: | +351-96-5030527 |
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| web: | |
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Affiliation: |
Iscal
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| address: | , Lisboa, 1069, Portugal | | phone: | | | fax: | | | web: | | |
Participant: |
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Participant: |
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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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