Is the Hong Kong stock market asymmetrical in behavior?
Venus Khim-Sen Liew; Ricky Chee-Jiun Chia and Syed Azizi Wafa Syed Khalid Wafa
| Year of publication: |
2015
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|---|---|
| Authors: | Liew, Venus Khim-sen ; Chia, Ricky Chee-Jiun ; Syed Azizi Wafa Syed Khalid Wafa |
| Published in: |
The empirical economics letters : a monthly international journal of economics. - Rajshahi, ISSN 1681-8997, ZDB-ID 2560109-X. - Vol. 14.2015, 1, p. 17-23
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| Subject: | Hong Kong Stock Market | asymmetrical behavior | TGARCH | EGARCH | EGARCH-M | Hongkong | Hong Kong | Aktienmarkt | Stock market | Börsenkurs | Share price | ARCH-Modell | ARCH model |
| 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/10011311314