Please use this identifier to cite or link to this item:
https://scholarbank.nus.edu.sg/handle/10635/19366
DC Field | Value | |
---|---|---|
dc.title | Stock returns volatility in the Tokyo stock exchange | |
dc.contributor.author | Tse, Y.K. | |
dc.date.accessioned | 2011-02-22T03:09:13Z | |
dc.date.available | 2011-02-22T03:09:13Z | |
dc.date.issued | 1991 | |
dc.identifier.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. | |
dc.identifier.issn | 09221425 | |
dc.identifier.uri | http://scholarbank.nus.edu.sg/handle/10635/19366 | |
dc.source | Scopus | |
dc.subject | ARCH/GARCH | |
dc.subject | EWMA | |
dc.subject | forecast | |
dc.subject | nonnormality | |
dc.subject | stock returns | |
dc.subject | volatility | |
dc.type | Article | |
dc.contributor.department | ECONOMICS & STATISTICS | |
dc.description.sourcetitle | Japan and The World Economy | |
dc.description.volume | 3 | |
dc.description.issue | 3 | |
dc.description.page | 285-298 | |
dc.identifier.isiut | NOT_IN_WOS | |
Appears in Collections: | Staff Publications |
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