Asymmetric volatility of stock returns during the Asian crisis: Evidence from Indonesia

2005/06/16 by Gareth Leeves
Economics, Econometrics and Finance · #Financial Risk and Volatility Modeling #Market Dynamics and Volatility #Monetary Policy and Economic Impact

paper · doi:10.1016/j.iref.2005.04.001

openalex publication_date 2005/06/16 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/23

Citations

• Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
• Conditional Heteroskedasticity in Asset Returns: A New Approach