Volatility persistence and switching ARCH in Japanese stock returns
type: Item
instance of: scholarly article
title: Volatility persistence and switching ARCH in Japanese stock returns
zbMATH Open document ID: 1153.91757
DOI: 10.1023/A:1009694124933
author: Wai Mun Fong
published in: Asia-Pacific Financial Markets
publication date: 2009-02-06T00:00:00Z
Mathematics Subject Classification ID: 91B82
Mathematics Subject Classification ID: 91B28
Mathematics Subject Classification ID: 62P05
zbMATH DE Number: 5503454
MaRDI profile type: Publication
full work available at URL: a:1009694124933
OpenAlex ID: W75578687
description: scientific article; zbMATH DE number 5503454