Work

Short and long term components of volatility in Hong Kong stock returns

Year: 2006

Type: article

Source: Applied Financial Economics

DOI: 10.1080/09603100500397203

Author: Thierry Ané

Institutions: Institut d'Economie Scientifique Et de Gestion, Université de Reims Champagne-Ardenne

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2105628219

FWCI: 2.114

Cites: 27

Cited by: 21

Related to: 10