Capturing leverage effect of high volatility data series

dc.contributor.author	Cooray, T.M.J.A.
dc.date.accessioned	2019-07-08T10:04:28Z
dc.date.available	2019-07-08T10:04:28Z
dc.date.issued	2011
dc.identifier.issn	2012-9912
dc.identifier.uri	http://repository.ou.ac.lk/handle/94ousl/696
dc.language.iso	en_US	en_US
dc.publisher	The Open University of Sri Lanka	en_US
dc.subject	High volatility	en_US
dc.subject	Data series	en_US
dc.title	Capturing leverage effect of high volatility data series	en_US
dc.type	Article	en_US