Variance persistence in the greater China region : a multivariate GARCH approach
John Francis Diaz, Peh Ying Qian and Genevieve Liao Tan
| Year of publication: |
July-December 2018
|
|---|---|
| Authors: | Diaz, John Francis ; Qian, Peh Ying ; Tan, Genevieve Liao |
| Published in: |
The Lahore journal of economics. - Lahore, ISSN 1811-5438, ZDB-ID 2228723-1. - Vol. 23.2018, 2, p. 49-68
|
| Subject: | Greater China Region | stock market returns | volatility dynamics | MGARCH models | China | Volatilität | Volatility | ARCH-Modell | ARCH model | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | Hongkong | Hong Kong | Taiwan | Zeitreihenanalyse | Time series analysis |
| 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/10011980529