Please use this identifier to cite or link to this item: http://scholarbank.nus.edu.sg/handle/10635/19366
Title: Stock returns volatility in the Tokyo stock exchange
Authors: Tse, Y.K. 
Keywords: ARCH/GARCH
EWMA
forecast
nonnormality
stock returns
volatility
Issue Date: 1991
Source: Tse, Y.K. (1991). Stock returns volatility in the Tokyo stock exchange. Japan and The World Economy 3 (3) : 285-298. ScholarBank@NUS Repository.
Source Title: Japan and The World Economy
URI: http://scholarbank.nus.edu.sg/handle/10635/19366
ISSN: 09221425
Appears in Collections:Staff Publications

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