Original language | English |
---|---|
Pages (from-to) | 809-836 |
Number of pages | 28 |
Journal | Accounting and Finance |
Volume | 53 |
Issue number | 3 |
DOIs | |
State | Published - Sep 2013 |
Externally published | Yes |
ASJC Scopus Subject Areas
- Accounting
- Finance
- Economics, Econometrics and Finance (miscellaneous)
Keywords
- EGARCH
- Extreme events
- Oil and gas firms