Common stochastic trends and volatility in Asian-Pacific equity markets
Ming-Shiun Pan, Y. Angela Liu, Herbert J. Roth
| Year of publication: |
1999
|
|---|---|
| Authors: | Pan, Ming-Shiun ; Liu, Y. Angela ; Roth, Herbert J. |
| Published in: |
Global finance journal. - Amsterdam [u.a.] : Elsevier Inc., ISSN 1044-0283, ZDB-ID 1117243-5. - Vol. 10.1999, 2, p. 161-172
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| Subject: | Aktienmarkt | Stock market | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | ARCH-Modell | ARCH model | USA | United States | Australien | Australia | Hongkong | Hong Kong | Japan | Malaysia | 1988-1994 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In:Global finance journal |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001493037