Trading asymmetric trend and volatility by leverage trend GARCH in Taiwan stock index
Year of publication: |
2011
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Authors: | Su, Ender ; Bilson, John F. O. |
Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 2801760. - Vol. 43.2011, 26 (1.10.), p. 3891-3906
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