Asymmetric-nested GARCH models, trading volume, and return volatility: An empirical study of the Taiwan stock market

Authors
Tsai, LJ Yeh, YH
Citation
Lj. Tsai et Yh. Yeh, Asymmetric-nested GARCH models, trading volume, and return volatility: An empirical study of the Taiwan stock market, ADV INV AN, 7, 2000, pp. 145-161
Categorie Soggetti
Current Book Contents
Journal title
ADVANCES IN INVESTMENT ANALYSIS AND PORTFOLIO MANAGEMENT, VOL 7 → ACNP
Volume
7
Year of publication
2000
Pages
145 - 161
Database
ISI
SICI code