Using CARRX models to study factors affecting the volatilities of Asian equity markets

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Bibliographische Detailangaben
Veröffentlicht in:	The North American journal of economics and finance
1. Verfasser:	Sin, Chor-yiu (VerfasserIn)
Format:	UnknownFormat
Sprache:	eng
Veröffentlicht:	2013
Schlagworte:	CARRX > Daily price range > European factor > Parsimony principle > Regional (Asian) factor > U.S. factor > Volatility spillover > Aufsatz in Zeitschrift
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