Stock returns volatility in the Tokyo stock exchange
Japan and The World Economy
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sg-nus-scholar.10635-1334292024-11-12T07:39:05Z Stock returns volatility in the Tokyo stock exchange Tse, Y.K. ECONOMICS & STATISTICS ARCH/GARCH EWMA forecast nonnormality stock returns volatility Japan and The World Economy 3 3 285-298 2016-12-20T08:35:59Z 2016-12-20T08:35:59Z 1991-11 Article Tse, Y.K. (1991-11). Stock returns volatility in the Tokyo stock exchange. Japan and The World Economy 3 (3) : 285-298. ScholarBank@NUS Repository. 09221425 http://scholarbank.nus.edu.sg/handle/10635/133429 NOT_IN_WOS |
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National University of Singapore |
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NUS Library |
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Asia |
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Singapore Singapore |
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| topic |
ARCH/GARCH EWMA forecast nonnormality stock returns volatility |
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ARCH/GARCH EWMA forecast nonnormality stock returns volatility Tse, Y.K. Stock returns volatility in the Tokyo stock exchange |
| description |
Japan and The World Economy |
| author2 |
ECONOMICS & STATISTICS |
| author_facet |
ECONOMICS & STATISTICS Tse, Y.K. |
| format |
Article |
| author |
Tse, Y.K. |
| author_sort |
Tse, Y.K. |
| title |
Stock returns volatility in the Tokyo stock exchange |
| title_short |
Stock returns volatility in the Tokyo stock exchange |
| title_full |
Stock returns volatility in the Tokyo stock exchange |
| title_fullStr |
Stock returns volatility in the Tokyo stock exchange |
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Stock returns volatility in the Tokyo stock exchange |
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stock returns volatility in the tokyo stock exchange |
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2016 |
| url |
http://scholarbank.nus.edu.sg/handle/10635/133429 |
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