Is the Hong Kong stock market asymmetrical in behavior?
Year of publication: |
2015
|
---|---|
Authors: | Liew, Venus Khim-sen ; Chia, Ricky Chee-Jiun ; Syed Azizi Wafa Syed Khalid Wafa |
Published in: |
The empirical economics letters : a monthly international journal of economics. - Rajshahi, ISSN 1681-8997, ZDB-ID 2560109-X. - Vol. 14.2015, 1, p. 17-23
|
Subject: | Hong Kong Stock Market | asymmetrical behavior | TGARCH | EGARCH | EGARCH-M | Aktienmarkt | Stock market | Hongkong | Hong Kong | Börsenkurs | Share price |
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