%0 Journal Article %1 Nam2002 %A Nam, Kiseok %A Pyun, Chong Soo %A Arize, Augustine C. %D 2002 %J Journal of Empirical Finance %K Asymmetric GARCH model %N 5 %P 563--588 %T Asymmetric mean-reversion and contrarian profits: ANST-GARCH approach %U http://www.sciencedirect.com/science/article/B6VFG-4691RHP-2/1/97f0e09a1974a9a7022fe2913ecfa4ac %V 9

@article{Nam2002, added-at = {2008-04-23T22:05:04.000+0200}, author = {Nam, Kiseok and Pyun, Chong Soo and Arize, Augustine C.}, biburl = {https://www.bibsonomy.org/bibtex/2bb0f09c57c6d2bb5ee30f9ac9c398c78/smicha}, interhash = {22d7c1b23b562aa7e92343b49299240f}, intrahash = {bb0f09c57c6d2bb5ee30f9ac9c398c78}, journal = {Journal of Empirical Finance}, keywords = {Asymmetric GARCH model}, month = Dec, number = 5, pages = {563--588}, timestamp = {2008-04-23T22:20:58.000+0200}, title = {Asymmetric mean-reversion and contrarian profits: ANST-GARCH approach}, url = {http://www.sciencedirect.com/science/article/B6VFG-4691RHP-2/1/97f0e09a1974a9a7022fe2913ecfa4ac}, volume = 9, year = 2002 }