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The role of US variables in long-run and short-run Taiwan stock volatility

Shih-Wei Chao
Year of publication:
2019
Authors: Chao, Shih-Wei
Subject: GARCH | MIDAS | Taiwan stock market | volatility components | Taiwan | Volatilität | Volatility | ARCH-Modell | ARCH model | Aktienmarkt | Stock market | Börsenkurs | Share price
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