Common stochastic trends and volatility in Asian-Pacific equity markets

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Bibliographische Detailangaben
Veröffentlicht in:Global finance journal
1. Verfasser: Pan, Ming-Shiun (VerfasserIn)
Weitere Verfasser: Liu, Y. Angela (VerfasserIn), Roth, Herbert J. (VerfasserIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: 1999
Schlagworte:
1988-1994 > Aktienmarkt > Volatilität > Stochastischer Prozess > ARCH-Modell > USA > Australien > Hongkong > Japan > Malaysia > Aufsatz in Zeitschrift
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