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Nuno Ferreira

1 paper hereh-index 6136 citations32 works total

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author position
  • first author1

Across the 1 of 1 paper where every author was matched, so the position is known.

fields
  • physics.soc-ph1

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most citedAsymmetric Conditional Volatility in International Stock Markets

20 citations · 20 across the 1 of their papers we have counts for

collaborators

1 paper

physics.soc-ph2006★ 20 cited

Asymmetric Conditional Volatility in International Stock Markets

Nuno B. Ferreira, Rui Menezes, Diana A. Mendes

Recent studies show that a negative shock in stock prices will generate more volatility than a positive shock of similar magnitude. The aim of this paper is to appraise the hypothe…

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