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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Bibliographic Details
Published in:Philippine Management Review 12, 1 (2005).
Main Author: Yu, Joel C.
Format: Article
Language:English
Subjects:
Rates of return.
Volatility.
Securities analysis.
T-GARCH Model.