GARCH models and the financial crisis : a study of the Malaysian stock market
A. Angabini and S. Wasiuzzaman
| Year of publication: |
2011
|
|---|---|
| Authors: | Angabini, A. ; Wasiuzzaman, S. |
| Published in: |
The international journal of applied economics and finance. - Faisalabad : ANSInet, ISSN 1991-0886, ZDB-ID 2518114-2. - Vol. 5.2011, 3, p. 226-236
|
| Subject: | Finanzkrise | Financial crisis | Volatilität | Volatility | Spillover-Effekt | Spillover effect | ARCH-Modell | ARCH model | Schätzung | Estimation | Malaysia | 2000-2010 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009387354