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A note on the asymmetric effects of shocks on market return volatility
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A note on the asymmetric effects of shocks on market return volatility The Philippine case
by
Yu, Joel C
Published in
Philippine Management Review
(2005)
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A note on the asymmetric effects of shocks on market return volatility The Philippine case.
by
Yu, Joel C.
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Philippine Management Review
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CAMPUS
Diliman
1 results
1
DATABASE
Index to Philippine Periodicals (IPP)
1 results
1
Union Catalog (Buklod)
1 results
1
UNIT LIBRARY
Cesar E.A. Virata School of Business
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1
YEAR OF PUBLICATION
From:
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SUBJECT
Rates of return
1 results
1
Securities analysis
1 results
1
T-GARCH Model
1 results
1
Volatility
1 results
1
AUTHOR
Yu, Joel C
1 results
1
Yu, Joel C.
1 results
1
RESOURCE TYPE
Article
2 results
2
LANGUAGE
English
2 results
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