General asymmetric stochastic volatility models using range data : estimation and empirical evidence from emerging equity markets
Manabu Asai and Angelo Unite
| Year of publication: |
2010
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|---|---|
| Authors: | Asai, Manabu ; Unite, Angelo A. |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 20.2010, 13/15, p. 1041-1049
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| Subject: | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Schwellenländer | Emerging economies | ASEAN-Staaten | ASEAN countries | 1995-2006 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009010308