prindi

International comparison of local currency effects on stock market volatility asymmetry in Asian markets

autor
Talpsepp, Tõnn
vastutusandmed
Tõnn Talpsepp
allikas
International proceedings of economics development and research
ajakirja aastakäik number kuu
Vol. 36
ilmumisaasta
2012
leheküljed
p. 46-51 : ill
konverentsi nimetus, aeg
2012 2nd International Conference on Economics, Trade and Development, April 7-8, 2012
konverentsi toimumispaik
Bangkok, Thailand
võtmesõna
volatility asymmetry
exchange rate
APARHC model
wavelet models
ISSN
2010-4626
märkused
Bibliogr.: 18 ref
keel
inglise
Talpsepp, T. International comparison of local currency effects on stock market volatility asymmetry in Asian markets // International proceedings of economics development and research (2012) Vol. 36, p. 46-51 : ill.