Volatility asymmetry of scale indexes - taking China as an example
Shih-Yung Wei, Jao-Hong Cheng, Li-Wei Lin, Su-Mei Gan
| Year of publication: |
2020
|
|---|---|
| Authors: | Wei, Shih-Yung ; Cheng, Jao-Hong ; Lin, Li-Wei ; Gan, Su-Mei |
| Published in: |
International journal of economics and financial issues : IJEFI. - Mersin : EconJournals, ISSN 2146-4138, ZDB-ID 2632572-X. - Vol. 10.2020, 4, p. 158-169
|
| Subject: | Volatility Asymmetry | Scale Indexes | EGARCH | Volatilität | Volatility | China | Aktienindex | Stock index | ARCH-Modell | ARCH model |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.32479/ijefi.8200 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012303336