The impact of volatility shifts on market efficiency : the case of four emerging Southeast Asian stock markets
Hui-Boon Tan; Mei-Foong Wong; Elgilani Eltahir Elshareif
| Year of publication: |
2015
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|---|---|
| Authors: | Tan, Hui Boon ; Wong, Mei-Foong ; Elshareif, Elgilani Eltahir |
| Published in: |
Global business & economics review. - Olney, Bucks : Inderscience Enterprises, ISSN 1097-4954, ZDB-ID 2054200-8. - Vol. 17.2015, 2, p. 203-216
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| Subject: | volatility | efficiency | Southeast Asia stock markets | EGARCH-M | ICSS algorithm | Südostasien | Southeast Asia | Volatilität | Volatility | Effizienzmarkthypothese | Efficient market hypothesis | Börsenkurs | Share price | Aktienmarkt | Stock market | Malaysia | Singapur | Singapore | Thailand | Schätzung | Estimation | Hongkong | Hong Kong |
| 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/10011337092