Local currency effect on volatility asymmetry in Asian stock markets
author
Talpsepp, Tõnn
statement of authorship
Tõnn Talpsepp
source
International journal of trade, economics and finance
journal volume number month
Vol. 3, 4
year of publication
2012
pages
p. 293-298 : ill
subject term
aktsiaturg
valuuta
volatiilsus
asümmeetria
subject of location
Aasia
keyword
APARHC model
exchange rate effect
volatility asymmetry
wavelet models
ISSN
2010-023x
notes
Bibliogr.: 31 ref
language
inglise