Empirical analysis of stock returns and volatility : evidence from seven Asian stock markets based on TAR-GARCH model
Year of publication: |
2001
|
---|---|
Authors: | Chiang, Thomas C. ; Doong, Shuh-Chyi |
Published in: |
Review of quantitative finance and accounting. - New York, NY : Springer, ISSN 0924-865X, ZDB-ID 1087855-5. - Vol. 17.2001, 3, p. 301-318
|
Subject: | Kapitaleinkommen | Capital income | Volatilität | Volatility | ARCH-Modell | ARCH model | Aktienmarkt | Stock market | Asien | Asia |
Extent: | graph. Darst |
---|---|
Type of publication: | Article |
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | In: Review of quantitative finance and accounting |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Gupta, Pankaj Kumar, (2024)
-
Le Thi Minh Huong, (2024)
-
Singh, Priyanka D., (2008)
- More ...
-
Response asymmetries in Asian stock markets
Doong, Shuh-Chyi, (2005)
-
Chiang, Thomas C., (1999)
-
Chiang, Thomas C., (1999)
- More ...