Using multivariate stochastic volatility models to investigate the interactions among NASDAQ and major Asian stock indices
Shieh-Liang Chen, Shian-Chang Huang and Yi-Mien Lin
| Year of publication: |
2007
|
|---|---|
| Authors: | Chen, Shieh-liang ; Huang, Shian-chang ; Lin, Yi-mien |
| Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 14.2007, 1/3, p. 127-133
|
| Subject: | Volatilität | Volatility | Asien | Asia | Aktienindex | Stock index | Schätzung | Estimation | Aktienmarkt | Stock market | Japan | Börsenkurs | Share price |
| 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/10003448433