Asymmetric-nested GARCH models, trading volume, and return volatility : an empirical study of the Taiwan stock market
Li-ju Tsai and Yin-hua Yeh
| Year of publication: |
2000
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|---|---|
| Authors: | Tsai, Li-ju ; Yeh, Yin-hua |
| Published in: |
Advances in investment analysis and portfolio management : a research annual. - Amsterdam [u.a.] : JAI, ZDB-ID 1116041-X. - Vol. 7.2000, p. 145-161
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| Subject: | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | Volatilität | Volatility | Handelsvolumen der Börse | Trading volume | ARCH-Modell | ARCH model | Schätzung | Estimation | Taiwan | 1991-1996 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Advances in investment analysis and portfolio |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001542590