@data{jae.2022314.1310337786,
author = {Chen, Yi-Ting and Kuan, Chung-Ming},
publisher = {ZBW - Leibniz Informationszentrum Wirtschaft},
title = {time-irreversibility-and-egarch-effects-in-us-stock-index-returns},
year = {2002},
version = {1},
url = {https://journaldata.zbw.eu/dataset/time-irreversibility-and-egarch-effects-in-us-stock-index-returns},
doi = "10.15456/jae.2022314.1310337786" 
}