Work

Common stochastic trends and volatility in Asian-Pacific equity markets

Year: 1999

Type: article

Source: Global Finance Journal

DOI: 10.1016/s1044-0283(99)00012-5

Authors: Ming-Shiun Pan, Y.Angela Liu, Herbert J. Roth

Institutions: Shippensburg University, National Chung Cheng 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: W2018236392

FWCI: 1.367

Cites: 31

Cited by: 59

Related to: 10