Asian stock markets analysis: The new evidence from time-varying coefficient autoregressive model
© The Author(s). In financial economics studies, the autoregressive model has been a workhorse for a long time. However, the model has a fixed value on every parameter and requires the stationarity assumptions. Time-varying coefficient autoregressive model that we use in this paper offers some desir...
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| Main Authors: | , |
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| 格式: | 雜誌 |
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2020
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| 在線閱讀: | https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85091818447&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/70293 |
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| 機構: | Chiang Mai University |