Pages that link to "Item:Q1000420"
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The following pages link to Volatility persistence and switching ARCH in Japanese stock returns (Q1000420):
Displaying 8 items.
- Forecasting volatility and volume in the Tokyo stock market: Long memory, fractality and regime switching (Q1017067) (← links)
- The political economy of volatility dynamics in the Hong Kong stock market (Q1421698) (← links)
- Asymptotic properties of the maximum likelihood estimator in regime switching econometric models (Q1739870) (← links)
- Return anomalies on the Nikkei: are they statistical illusions? (Q1776600) (← links)
- Comparing dynamic and static performance indexes in the stock market: evidence from Japan (Q2172545) (← links)
- Stochastic approximation Monte Carlo Gibbs sampling for structural change inference in a Bayesian heteroscedastic time series model (Q2953278) (← links)
- The Effects of Structural Breaks in ARCH and GARCH Parameters on Persistence of GARCH Models (Q3625281) (← links)
- ARCH Models and an Application on Exchange Rate Volatility: ARCH and GARCH Models (Q5049438) (← links)