An analysis of long memory in volatility for Asian stock markets
Year of publication: |
2000
|
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Authors: | Chung, Huimin ; Lin, William T. ; Wu, Soushan |
Published in: |
Review of Pacific Basin financial markets and policies. - Hackensack, NJ [u.a.] : World Scientific, ISSN 0219-0915, ZDB-ID 1465471-4. - Vol. 3.2000, 3, p. 309-330
|
Subject: | Schock | Shock | Börsenkurs | Share price | Volatilität | Volatility | Aktienmarkt | Stock market | Schätzung | Estimation | Asien | Asia | Asiatisch-pazifischer Raum | Asia-Pacific region | 1978-1998 |
Extent: | Graph. Darst |
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Type of publication: | Article |
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | In: Review of Pacific Basin financial markets and policies |
Source: | ECONIS - Online Catalogue of the ZBW |
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