Common stochastic trends and volatility in Asian-Pacific equity markets

Global Finance Journal - Tập 10 - Trang 161-172 - 1999
Ming-Shiun Pan1, Y.Angela Liu2, Herbert J. Roth1
1Department of Finance, Decision Sciences, and Information Systems, Shippensburg University, Shippensburg, PA 17257, USA
2Department of Business Administration, National Chung Cheng University, Chia-Yi 226, Taiwan, People's Republic of China

Tài liệu tham khảo

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