Journal of Economic Research
(Hanyang Economic Research Institute , {s.a} )
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ABSTRAK Structural change in the volatility of five Asian and U.S. stock markets is examined during the post-liberalization period (1990-2005) of Asian financial markets using the Sup-LM test. Four Asian financial markets (Korea, Japan, Hong Kong, and Singapore) experienced structural changes. However, test results do not support the structural changes in volatility for Thailand and the U.S. Also, the empirical results show that the GARCH persistent coefficients tend to increase while the ARCH impact coefficients decrease in Asian markets, which implies that the volatility process has become more persistent |
| No. Panggil : | 330 JER |
| Subjek : | |
| Penerbitan : | Seoul: Hanyang Economic Research Institute , {s.a} |
| Sumber Pengatalogan | LibUI eng rda |
| Tipe Konten | text |
| Tipe Media | unmediated |
| Tipe Carrier | volume |
| Deskripsi Fisi | |
| Kepemilikan | |
| Lembaga Pemilik | Universitas Indonesia |
| Lokasi | Perpustakaan UI, Lantai 4, R. Koleksi Jurnal |
| No. Panggil | No. Barkod | Ketersediaan |
|---|---|---|
| 330 JER | TERSEDIA | |
| 330 JER | TERSEDIA | |
| 330 JER | TERSEDIA | |
| 330 JER | 04-19-845885788 | TERSEDIA |
| 330 JER | TERSEDIA | |
| 330 JER | 04-19-115155773 | TERSEDIA |
| 330 JER | 04-19-225209717 | TERSEDIA |
| 330 JER | 04-19-661454795 | TERSEDIA |
| Ulasan: |
| Tidak ada ulasan pada koleksi ini: 87163 |
