Analyzing MSCI global healthcare return and volatility with structural change based on residual CUSUM GARCH approach

Analyzing MSCI global healthcare return and volatility with structural change based on residual CUSUM GARCH approach

© Springer International Publishing Switzerland 2016. This study aims to analyze the Morgan Stanley Capital International (MSCI) world return and volatility of the healthcare price index using daily time series data. Since the data of MSCI healthcare returns cannot be described by linear models, the...

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書目詳細資料
Main Authors:	Nantiworn Thianpaen, Songsak Sriboonchitta
格式:	Book Series
出版:	2018
主題:	Computer Science
在線閱讀:	https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=84952682939&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/55586
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