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Response Asymmetries in Asian Stock Markets
Doong, Shuh-Chyi, (2005)
Empirical analysis of real and financial volatilities on stock excess returns : evidence from Taiwan industrial data
Chiang, Thomas C., (1999)
Empirical Analysis of Stock Returns and Volatility: Evidence from Seven Asian Stock Markets Based on TAR-GARCH Model
Chiang, Thomas C., (2001)