A Comparative Study of the Taiwan and Japan Equity and Foreign Exchange Markets: Modeling, Estimation and Application of the Component Garch-In-Mean Model
Asian Economic and Financial Review - Pakistan
doi 10.18488/journal.aefr/2016.6.5/102.5.277.297
Full Text
Open PDFAbstract
Available in full text
Date
January 1, 2016
Authors
Publisher
Conscientia Beam