Mean-reverting and asymmetric volatility switching properties of stock price index, exchange rate and foreign capital in Taiwan
Year of publication: |
2011
|
---|---|
Authors: | Liu, Hsiang-hsi ; Tu, Teng-tsai |
Published in: |
Asian economic journal : journal of the East Asian Economic Association. - Richmond, Vic. : Wiley-Blackwell, ISSN 1351-3958, ZDB-ID 1134817-3. - Vol. 25.2011, 4, p. 375-395
|
Subject: | Börsenkurs | Share price | Volatilität | Volatility | Wechselkurs | Exchange rate | ARCH-Modell | ARCH model | Taiwan | 2001-2007 |
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