Measuring Asian Stock Market integration by using orthogonal generalized autoregressive conditional heteroscedasticity
Year of publication: |
2020
|
---|---|
Authors: | Muharam, Harjum ; Robiyanto, Robiyanto ; Pangestuti, Irene Rini Demi ; Mawardi, Wisnu |
Published in: |
Montenegrin journal of economics. - Podgorica : Economic Laboratory for Transition Research, ISSN 1800-6698, ZDB-ID 2860930-X. - Vol. 16.2020, 1, p. 121-137
|
Subject: | Stock Market Integration | Orthogonal Generalized Autoregressive Conditional Heteroscedasticity (OGARCH) | Asian Stock Market | Schätzung | Estimation | Aktienmarkt | Stock market | Marktintegration | Market integration | ARCH-Modell | ARCH model | Schätztheorie | Estimation theory | Aktienindex | Stock index | Asien | Asia | Börsenkurs | Share price |
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