Empirical Analysis of Stock Returns and Volatility: Evidence from Seven Asian Stock Markets Based on TAR-GARCH Model
| Year of publication: |
2001
|
|---|---|
| Authors: | Chiang, Thomas C. ; Doong, Shuh-Chyi |
| Published in: |
Review of quantitative finance and accounting. - Boston, Mass. [u.a.] : Springer, ISSN 0924-865X, ZDB-ID 10878555. - Vol. 17.2001, 3, p. 301
|