Statistical inadequacy of GARCH models for Asian stock markets : evidence and implications
Kian-ping Lim; Melvin J. Hinich; Venus Khim-Sen Liew
| Year of publication: |
2005
|
|---|---|
| Authors: | Lim, Kian-Ping ; Hinich, Melvin J. ; Liew, Venus Khim-sen |
| Published in: |
Journal of emerging market finance. - Los Angeles, Calif. [u.a.] : Sage, ISSN 0972-6527, ZDB-ID 2136100-9. - Vol. 4.2005, 3, p. 263-279
|
| Subject: | Aktienmarkt | Stock market | ARCH-Modell | ARCH model | Börsenkurs | Share price | Portfolio-Investition | Foreign portfolio investment | Hedging | Risikomanagement | Risk management | Asien | Asia |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Literaturverz. S. 277 - 279 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003255763