Analysis of ASEAN's stock returns and/or volatility distribution under the impact of the Chinese EPU : evidence based on conditional kernel density approach
Year of publication: |
2023
|
---|---|
Authors: | Rahman, Mohib Ur ; Zeb, Aurang ; Ullah, Irfan |
Published in: |
East Asian economic review. - Sejong-si : [KIEP, Korean Institute for International Economic Policy], ISSN 2508-1667, ZDB-ID 2862898-6. - Vol. 27.2023, 1, p. 33-60
|
Subject: | Stock Market Returns/Volatility | Conditional Density Estimation | ASEAN5 Stock Markets | Schätzung | Estimation | Aktienmarkt | Stock market | Volatilität | Volatility | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Statistische Verteilung | Statistical distribution | China | ARCH-Modell | ARCH model | ASEAN-Staaten | ASEAN countries |
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