Asymmetric-nested GARCH models, trading volume, and return volatility : an empirical study of the Taiwan stock market
Year of publication: |
2000
|
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Authors: | Tsai, Li-ju ; Yeh, Yin-hua |
Published in: |
Advances in investment analysis and portfolio management : a research annual. - Amsterdam [u.a.] : JAI, ZDB-ID 1116041-X. - Vol. 7.2000, p. 145-161
|
Subject: | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | Volatilität | Volatility | Handelsvolumen der Börse | Trading volume | ARCH-Modell | ARCH model | Schätzung | Estimation | Taiwan | 1991-1996 |
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