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https://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 | Citation: | 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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