Long Memory Volatility in Stock Returns: Evidence from Four Asia-Pacific Markets

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Main Authors: TSE, Yiu Kuen, Tsui, Albert K.C.
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 1996
Subjects:
Online Access:https://ink.library.smu.edu.sg/soe_research/207
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Institution: Singapore Management University
Language: English
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spelling sg-smu-ink.soe_research-12062010-09-23T05:48:03Z Long Memory Volatility in Stock Returns: Evidence from Four Asia-Pacific Markets TSE, Yiu Kuen Tsui, Albert K.C. 1996-01-01T08:00:00Z text https://ink.library.smu.edu.sg/soe_research/207 Research Collection School Of Economics eng Institutional Knowledge at Singapore Management University Asian Studies Finance
institution Singapore Management University
building SMU Libraries
continent Asia
country Singapore
Singapore
content_provider SMU Libraries
collection InK@SMU
language English
topic Asian Studies
Finance
spellingShingle Asian Studies
Finance
TSE, Yiu Kuen
Tsui, Albert K.C.
Long Memory Volatility in Stock Returns: Evidence from Four Asia-Pacific Markets
format text
author TSE, Yiu Kuen
Tsui, Albert K.C.
author_facet TSE, Yiu Kuen
Tsui, Albert K.C.
author_sort TSE, Yiu Kuen
title Long Memory Volatility in Stock Returns: Evidence from Four Asia-Pacific Markets
title_short Long Memory Volatility in Stock Returns: Evidence from Four Asia-Pacific Markets
title_full Long Memory Volatility in Stock Returns: Evidence from Four Asia-Pacific Markets
title_fullStr Long Memory Volatility in Stock Returns: Evidence from Four Asia-Pacific Markets
title_full_unstemmed Long Memory Volatility in Stock Returns: Evidence from Four Asia-Pacific Markets
title_sort long memory volatility in stock returns: evidence from four asia-pacific markets
publisher Institutional Knowledge at Singapore Management University
publishDate 1996
url https://ink.library.smu.edu.sg/soe_research/207
_version_ 1770569068178309120