Return and volatility linkages across selected Southeast Asian countries
Year of publication: |
2008
|
---|---|
Authors: | Bhuyan, Rafiqul ; Ahmed, Syed Mushtaque ; Ansari, Mohammed I. |
Published in: |
The Asia Pacific journal of economics and business : APJEB. - Perth, ISSN 1326-8481, ZDB-ID 2071496-8. - Vol. 12.2008, 1/2, p. 26-44
|
Subject: | Kapitaleinkommen | Capital income | Volatilität | Volatility | VAR-Modell | VAR model | ARCH-Modell | ARCH model | Südostasien | Southeast Asia |
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