مرکز منطقه ای اطلاع رساني علوم و فناوري - ARCH versus information-based variances: evidence from the Tokyo Stock Market

Title of article :

ARCH versus information-based variances: evidence from the Tokyo Stock Market

Author/Authors :

Tatsuyoshi Miyakoshi، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2002

Pages :

From page :

215

To page :

231

Keywords :

Tokyo Stock Market , Information flow , EGARCH , GARCH

Journal title :

Japan and the World Economy

Serial Year :

2002

Journal title :

Japan and the World Economy

Record number :

228479

Link To Document :