Analysis of ASEAN's stock returns and/or volatility distribution under the impact of the Chinese EPU : evidence based on conditional kernel density approach
Mohib Ur Rahman, Aurang Zeb, Irfan Ullah
| Year of publication: |
2023
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|---|---|
| Authors: | Rahman, Mohib Ur ; Zeb, Aurang ; Ullah, Irfan |
| Published in: |
East Asian economic review. - Sejong-si : [KIEP, Korean Institute for International Economic Policy], ISSN 2508-1667, ZDB-ID 2862898-6. - Vol. 27.2023, 1, p. 33-60
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| Subject: | Stock Market Returns/Volatility | Conditional Density Estimation | ASEAN5 Stock Markets | Aktienmarkt | Stock market | Volatilität | Volatility | China | Kapitaleinkommen | Capital income | Statistische Verteilung | Statistical distribution | Börsenkurs | Share price | ASEAN-Staaten | ASEAN countries | Schätzung | Estimation | ARCH-Modell | ARCH model | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.11644/KIEP.EAER.2023.27.1.417 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015046119