Measuring Asian Stock Market integration by using orthogonal generalized autoregressive conditional heteroscedasticity
Harjum Muharam (corresponding Author), Robiyanto Robiyanto (corresponding Author), Irene Rini Demi Pangestuti and Wisnu Mawardi
| 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 | Aktienmarkt | Stock market | ARCH-Modell | ARCH model | Marktintegration | Market integration | Asien | Asia | Schätztheorie | Estimation theory | Schätzung | Estimation | Aktienindex | Stock index | Hongkong | Hong Kong |
freely available