Home
  • Publications
    • Publications
    • Authors
    • Institutions
    • Journals
  • Rankings
    • Authors
    • Institutions
    • Journals
  • About
    • FAQ
    • Links
    • Contacts
      PT
  • Sign in

Author

Name:
João Amaral Tomaz
Article 1:

A New Approach to Bad News Effects Volatility: The Multiple-Sign-Volume Sensitive Regime EGARCH Model (MSV-EGARCH)
José Dias Curto, João Amaral Tomaz, José Castro Pinto
Portuguese Economic Journal, vol. 8, 2009, p. 23-36.

Back