Using CARRX models to study factors affecting the volatilities of Asian equity markets
Year of publication: |
2013
|
---|---|
Authors: | Sin, Chor-Yiu |
Published in: |
The North American Journal of Economics and Finance. - Elsevier, ISSN 1062-9408. - Vol. 26.2013, C, p. 552-564
|
Publisher: |
Elsevier |
Subject: | CARRX | Daily price range | European factor | Parsimony principle | Regional (Asian) factor | U.S. factor | Volatility spillover |
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