A note on the asymmetric effects of shocks on market return volatility The Philippine case

A note on the asymmetric effects of shocks on market return volatility The Philippine case

Show all versions (2)
Bibliografske podrobnosti
izdano v:Philippine Management Review Vol. 12 (2005), 1-8
Glavni avtor: Yu, Joel C
Format: Article
Jezik:English
Izdano: 2005
Teme:
Rates of return
Volatility
Securities analysis
T-GARCH Model