TY  - BOOK
AU  - Cho,Young-Hye
AU  - Engle,Robert F.
TI  - Time-varying betas and asymmetric effects of news : empirical analysis of blue chip stocks
AV  - HG4551 C46T
PY  - 1999///
CY  - Cambridge, Mass.
PB  - National Bureau of Economic Research
KW  - STOCK EXCHANGES AND CURRENT EVENTS
KW  - UNITED STATES
KW  - ECONOMETRIC MODELS
KW  - STOCKS
KW  - PRICES
KW  - FORECASTING
KW  - BLUE-CHIP STOCKS
KW  - RISK PERCEPTION
ER  -