Open AccessVariance Persistence in the Greater China Region: A Multivariate GARCH Approach
Author(s) -
John Francis Diaz,
Peh Ying Qian,
Genevieve Liao Tan
Publication year - 2018
Publication title -
the lahore journal of economics
Language(s) - English
Resource type - Journals
eISSN - 1811-5446
pISSN - 1811-5438
DOI - 10.35536/lje.2018.v23.i2.a3
Subject(s) - heteroscedasticity , econometrics , economics , autoregressive conditional heteroskedasticity , volatility (finance) , multivariate statistics , conditional variance , stock market index , stock (firearms) , composite index , autoregressive model , index (typography) , china , financial economics , statistics , mathematics , stock market , geography , computer science , composite indicator , context (archaeology) , archaeology , world wide web