Narrow search
Showing 1 - 4 of 4
Cover Image
Impulse response function for conditional volatility in GARCH models
Lin, Wen-ling Tsai - 1994
Persistent link: https://www.econbiz.de/10000896902
Cover Image
Impulse response function for conditional volatility in GARCH models
Lin, Wen-ling Tsai - In: Journal of business & economic statistics : JBES ; a … 15 (1997) 1, pp. 15-25
Persistent link: https://www.econbiz.de/10001214326
Cover Image
Alternative estimators for factor garch models : a Monte Carlo comparison
Lin, Wen-ling Tsai - In: Journal of applied econometrics 7 (1992) 3, pp. 259-279
Persistent link: https://www.econbiz.de/10001129483
Cover Image
Do bulls and bears moe across borders? : International transmission of stock returns and volatility
Lin, Wen-ling Tsai - In: The review of financial studies 7 (1994) 3, pp. 507-538
Persistent link: https://www.econbiz.de/10001169082