Exploring Return Volatility for Major Asian Market Indices via Multiple-Volatility-State Markov-switching Models

Li, Ming-YuanMing-YuanLiLin, Hsiou-wei W.Hsiou-wei W.Lin2010-10-082018-06-292010-10-082018-06-292000-08http://ntur.lib.ntu.edu.tw//handle/246246/212867en-USExploring Return Volatility for Major Asian Market Indices via Multiple-Volatility-State Markov-switching Modelsjournal article