Stock returns volatility in the Tokyo stock exchange
Japan and The World Economy
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sg-nus-scholar.10635-193662015-01-13T08:43:57Z 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 2011-02-22T03:09:13Z 2011-02-22T03:09:13Z 1991 Article Tse, Y.K. (1991). 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/10635/19366 NOT_IN_WOS Scopus |
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National University of Singapore |
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NUS Library |
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Singapore |
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ScholarBank@NUS |
| 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 |
| title_full_unstemmed |
Stock returns volatility in the Tokyo stock exchange |
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stock returns volatility in the tokyo stock exchange |
| publishDate |
2011 |
| url |
http://scholarbank.nus.edu.sg/handle/10635/19366 |
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1681079612160868352 |