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

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Bibliografiske detaljer
Udgivet i:Philippine Management Review Vol. 12 (2005), 1-8
Hovedforfatter: Yu, Joel C
Format: Article
Sprog:English
Udgivet: 2005
Fag:
Rates of return
Volatility
Securities analysis
T-GARCH Model