Work

Examining the Volatility of Taiwan Stock Index Returns via a Three-Volatility-Regime Markov-Switching ARCH Model

Year: 2003

Type: article

Source: Review of Quantitative Finance and Accounting

DOI: 10.1023/a:1024887315531

Authors: Ming-Yuan Leon Li, Hsiou-Wei William Lin

Institutions: National Chi Nan University, National Taiwan University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1547370538

FWCI:

Cites: 41

Cited by: 19

Related to: 10