Title of article
ARCH versus information-based variances: evidence from the Tokyo Stock Market
Author/Authors
Tatsuyoshi Miyakoshi، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2002
Pages
17
From page
215
To page
231
Keywords
Tokyo Stock Market , Information flow , EGARCH , GARCH
Journal title
Japan and the World Economy
Serial Year
2002
Journal title
Japan and the World Economy
Record number
228479
Link To Document