Short and long term components of volatility in Hong Kong stock returns
Year of publication: |
2006
|
---|---|
Authors: | Ané, Thierry |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 16.2006, 6 (15.3.), p. 439-460
|
Subject: | Kapitaleinkommen | Capital income | Volatilität | Volatility | ARCH-Modell | ARCH model | Hongkong | Hong Kong | 1990-2004 |
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