Work

The mean/volatility asymmetry in Asian stock markets

Year: 2008

Type: article

Source: Applied Financial Economics

DOI: 10.1080/09603100600959878

Authors: Yung-Shi Liau, Jack J. W. Yang

Institution: National Yunlin University of Science and Technology

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2016011498

FWCI: 2.33

Cites: 26

Cited by: 19

Related to: 10