Examining the Volatility of Taiwan Stock Index, Dow Jones, and Nikkei Market Returns via a Three-Volatility-Regime Markov-Switching ARCH Model
Resource
Review of Quantitative Finance and Accounting 21 (2): 123-139
Journal
Review of Quantitative Finance and Accounting
Journal Volume
21
Journal Issue
2
Pages
123-139
Date Issued
2003
Date
2003
Author(s)
Li, Ming-Yuan
Type
journal article