Economics, Econometrics and Finance · Social Sciences
1h-index1citations1works0.02yr avg
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Research Topics
Monetary Policy and Economic Impact(1), Financial Markets and Investment Strategies(1), Stock Market Forecasting Methods(1)
Publications1 total
Microfoundations in heteroscedasticity: A loss-aversion-based explanation of asymmetric GARCH models
2016· 1 cited