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Article: Modelling asymmetry in stock returns by a threshold autoregressive conditional heteroscedastic model
Title | Modelling asymmetry in stock returns by a threshold autoregressive conditional heteroscedastic model |
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Authors | |
Issue Date | 1995 |
Citation | Journal of Royal Statistical Society, 1995, Series D 44 n. 3, p. 333-341 How to Cite? |
Persistent Identifier | http://hdl.handle.net/10722/83070 |
ISSN | |
ISI Accession Number ID |
DC Field | Value | Language |
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dc.contributor.author | Li, WK | en_HK |
dc.contributor.author | Lam, K | en_HK |
dc.date.accessioned | 2010-09-06T08:36:34Z | - |
dc.date.available | 2010-09-06T08:36:34Z | - |
dc.date.issued | 1995 | en_HK |
dc.identifier.citation | Journal of Royal Statistical Society, 1995, Series D 44 n. 3, p. 333-341 | en_HK |
dc.identifier.issn | 0039-0526 | - |
dc.identifier.uri | http://hdl.handle.net/10722/83070 | - |
dc.language | eng | en_HK |
dc.relation.ispartof | Journal of Royal Statistical Society | en_HK |
dc.title | Modelling asymmetry in stock returns by a threshold autoregressive conditional heteroscedastic model | en_HK |
dc.type | Article | en_HK |
dc.identifier.email | Li, WK: hrntlwk@hkucc.hku.hk | en_HK |
dc.identifier.email | Lam, K: hrntlam@hkucc.hku.hk | en_HK |
dc.identifier.authority | Li, WK=rp00741 | en_HK |
dc.identifier.doi | 10.2307/2348436 | - |
dc.identifier.hkuros | 8668 | en_HK |
dc.identifier.isi | WOS:A1996UB94300015 | - |
dc.identifier.issnl | 0039-0526 | - |