International comparison of local currency effects on stock market volatility asymmetry in Asian markets
author
Talpsepp, Tõnn
statement of authorship
Tõnn Talpsepp
source
International proceedings of economics development and research
journal volume number month
Vol. 36
year of publication
2012
pages
p. 46-51 : ill
conference name, date
2012 2nd International Conference on Economics, Trade and Development, April 7-8, 2012
conference location
Bangkok, Thailand
subject term
aktsiaturg
volatiilsus
valuuta
subject of location
Aasia
keyword
volatility asymmetry
exchange rate
APARHC model
wavelet models
ISSN
2010-4626
notes
Bibliogr.: 18 ref
language
inglise