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ARCH model
Aktienmarkt
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Chiang, Thomas C.
3
Doong, Shuh-Chyi
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Yang, Sheng-Yung
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Review of quantitative finance and accounting
2
Global finance journal
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ECONIS (ZBW)
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1
Empirical analysis of real and financial volatilities on stock excess returns : evidence from Taiwan industrial data
Chiang, Thomas C.
;
Doong, Shuh-Chyi
- In:
Global finance journal
10
(
1999
)
2
,
pp. 187-200
Persistent link: https://www.econbiz.de/10001493043
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2
Empirical analysis of stock returns and volatility : evidence from seven Asian stock markets based on TAR-GARCH model
Chiang, Thomas C.
;
Doong, Shuh-Chyi
- In:
Review of quantitative finance and accounting
17
(
2001
)
3
,
pp. 301-318
Persistent link: https://www.econbiz.de/10001748169
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3
International asset excess returns and multivariate conditional volatilities
Chiang, Thomas C.
;
Yang, Sheng-Yung
- In:
Review of quantitative finance and accounting
24
(
2005
)
3
,
pp. 295-312
Persistent link: https://www.econbiz.de/10002851961
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