Left: the effect of the bad news indexes on volatility; Right: the effect of the bad news indexes on correlations.

Figshare2015-12-02 更新2026-04-29 收录

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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