The impact of structural break to permanent and transitory components of Malaysian stock market
Chin Wen Cheong; Zaidi Isa; Abu Hassan Shaari Mohd Nor
| Year of publication: |
2007
|
|---|---|
| Authors: | Chin, Wen Cheong ; Isa, Zaidi ; Abu Hassan Shaari Mohd Nor |
| Published in: |
Journal of quantitative economics : official journal of the Indian Econometric Society. - Dordrecht : Springer Science + Business Media, ISSN 0971-1554, ZDB-ID 1235170-2. - Vol. 5.2007, 2, p. 83-94
|
| Subject: | Aktienmarkt | Stock market | Volatilität | Volatility | Zeitreihenanalyse | Time series analysis | Strukturbruch | Structural break | ARCH-Modell | ARCH model | Malaysia |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003789602