https://scholars.lib.ntu.edu.tw/handle/123456789/526249
Title: | Time irreversibility and egarch effects in US stock index returns | Authors: | Chen, Y.-T. CHUNG-MING KUAN YI-TING CHEN |
Issue Date: | 2002 | Journal Volume: | 17 | Journal Issue: | 5 | Start page/Pages: | 565-578 | Source: | Journal of Applied Econometrics | URI: | https://www.scopus.com/inward/record.uri?eid=2-s2.0-0036408145&doi=10.1002%2fjae.692&partnerID=40&md5=090663bae61d28a79766fcac91f497cb https://scholars.lib.ntu.edu.tw/handle/123456789/526249 |
DOI: | 10.1002/jae.692 |
Appears in Collections: | 財務金融學系 |
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