Measuring the Common Component of Stock Market Fluctuations in the Asia-Pacific Region
Year of publication: |
2006
|
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Authors: | Mapa, Dennis S. ; Briones, Kristine Joy S. |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | Common Component | Volatility | GARCH model |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Published in The Philippine Statistician 1-4.55(2006): pp. 103-117 |
Classification: | C22 - Time-Series Models ; G10 - General Financial Markets. General ; C01 - Econometrics |
Source: |
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