Trading asymmetric trend and volatility by leverage trend GARCH in Taiwan stock index
Ender Su and John F. O. Bilson
| Year of publication: |
2011
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|---|---|
| Authors: | Su, Ender ; Bilson, John F. |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 43.2011, 25/27, p. 3891-3905
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| Subject: | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Trend | Volatilität | Volatility | Wertpapierhandel | Securities trading | Strategie | Strategy | Aktienindex | Stock index | ARCH-Modell | ARCH model | Schätzung | Estimation | Taiwan | 1980-2007 |
| Extent: | graph. Darst. |
|---|---|
| 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/10009380575