Analyzing the relative importance of volatility components in emerging markets

Please use this identifier to cite or link to this item: https://scholarbank.nus.edu.sg/handle/10635/140469

DC Field	Value
dc.title	Analyzing the relative importance of volatility components in emerging markets
dc.contributor.author	Sequeira, John M.
dc.contributor.author	Cher, Hao Wong
dc.date.accessioned	2018-04-20T01:07:56Z
dc.date.available	2018-04-20T01:07:56Z
dc.date.issued	2003-08
dc.identifier.citation	Sequeira, John M., Cher, Hao Wong (2003-08). Analyzing the relative importance of volatility components in emerging markets. Research Paper Series (National University of Singapore. Faculty of Business Administration); 2003-022 : 1-43. ScholarBank@NUS Repository.
dc.identifier.uri	http://scholarbank.nus.edu.sg/handle/10635/140469
dc.relation.ispartofseries	Research Paper Series; 2003-022
dc.type	Working Paper/Technical Report
dc.contributor.department	FINANCE & ACCOUNTING
dc.description.sourcetitle	Research Paper Series (National University of Singapore. Faculty of Business Administration); 2003-022
dc.description.page	1-43
dc.grant.fundingagency	National University of Singapore Faculty Research Grant
Appears in Collections:	Staff Publications Elements

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