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On the distribution and conditional heteroscedasticity in Taiwan stock prices

Journal of Multinational Financial Management, 10(3-4): 367--395, 2000.
Authors: Bing-Huei Lin and Shih-Kuo Yeh
URL: http://www.sciencedirect.com/science/article/B6VGV-410MJ2N-8/1/c0238ef14fa49063e51b1e59bd8b4035
Tags: (GARCH) Generalized autoregressive conditional heteroscedasticity
| URL | BibTeX  
@article{Lin2000,
title = {On the distribution and conditional heteroscedasticity in Taiwan stock prices},
author = {Bing-Huei Lin and Shih-Kuo Yeh},
journal = {Journal of Multinational Financial Management},
month = {Dec},
number = {3-4},
pages = {367--395},
url = {http://www.sciencedirect.com/science/article/B6VGV-410MJ2N-8/1/c0238ef14fa49063e51b1e59bd8b4035},
volume = {10},
year = {2000},
keywords = {(GARCH) Generalized autoregressive conditional heteroscedasticity }
}