Testing for seasonal patterns in conditional return volatility : evidence from Asia-Pacific markets
Year of publication: |
1997
|
---|---|
Authors: | Clare, Andrew D. |
Other Persons: | Garrett, Ian (contributor) ; Jones, Greg (contributor) |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 7.1997, 5, p. 517-523
|
Subject: | Kapitaleinkommen | Capital income | Volatilität | Volatility | Aktienmarkt | Stock market | Schätzung | Estimation | Asiatisch-pazifischer Raum | Asia-Pacific region |
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