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Article: Modelling asymmetry in stock returns by a threshold autoregressive conditional heteroscedastic model

TitleModelling asymmetry in stock returns by a threshold autoregressive conditional heteroscedastic model
Authors
Li, WKLam, K
Issue Date1995
Citation
Journal of Royal Statistical Society, 1995, Series D 44 n. 3, p. 333-341 How to Cite?
DOI: http://dx.doi.org/10.2307/2348436
Persistent Identifierhttp://hdl.handle.net/10722/83070
ISSN
0039-0526
ISI Accession Number ID
WOS:A1996UB94300015

 

DC FieldValueLanguage
dc.contributor.authorLi, WKen_HK
dc.contributor.authorLam, Ken_HK
dc.date.accessioned2010-09-06T08:36:34Z-
dc.date.available2010-09-06T08:36:34Z-
dc.date.issued1995en_HK
dc.identifier.citationJournal of Royal Statistical Society, 1995, Series D 44 n. 3, p. 333-341en_HK
dc.identifier.issn0039-0526-
dc.identifier.urihttp://hdl.handle.net/10722/83070-
dc.languageengen_HK
dc.relation.ispartofJournal of Royal Statistical Societyen_HK
dc.titleModelling asymmetry in stock returns by a threshold autoregressive conditional heteroscedastic modelen_HK
dc.typeArticleen_HK
dc.identifier.emailLi, WK: hrntlwk@hkucc.hku.hken_HK
dc.identifier.emailLam, K: hrntlam@hkucc.hku.hken_HK
dc.identifier.authorityLi, WK=rp00741en_HK
dc.identifier.doi10.2307/2348436-
dc.identifier.hkuros8668en_HK
dc.identifier.isiWOS:A1996UB94300015-
dc.identifier.issnl0039-0526-

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