Left: the effect of the bad news indexes on volatility; Right: the effect of the bad news indexes on correlations.
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https://figshare.com/articles/dataset/_Left_the_effect_of_the_bad_news_indexes_on_volatility_Right_the_effect_of_the_bad_news_indexes_on_correlations_/740627
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资源简介：
Columns: the parameter (first), estimates (second), value of the t-statistics (third), p-value of the t-statistics (fourth) and :*” indicates significance of the parameter at the 5% significance level (last).
创建时间：
2015-12-02
