The nonlinear relationship between autocorrelation and volatility : the case of the Asian financial crisis
Chiao-Yi Chang and Fu-Shuen Shie
| Year of publication: |
2012
|
|---|---|
| Authors: | Chang, Chiao-yi ; Shie, Fu-shuen |
| Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 19.2012, 4/6, p. 305-311
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| Subject: | Kapitaleinkommen | Capital income | Volatilität | Volatility | Autokorrelation | Autocorrelation | Aktienmarkt | Stock market | Finanzkrise | Financial crisis | Asien | Asia | 1990-2004 |
| 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/10009629549