[IEEE 2010 International Conference on Management and Service Science (MASS 2010) - Wuhan, China (2010.08.24-2010.08.26)] 2010 International Conference on Management and Service Science - Modeling Market Volatility with Mixed Exponential Power Asymmetric Conditional Heteroskedasticity: An Application to Shanghai Stock Exchange Composite Index Daily Returns
Teng, Jian-zhou, Liu, Li-zhen, Kai, Shi, Kun, WangYear:
2010
Language:
english
DOI:
10.1109/icmss.2010.5576994
File:
PDF, 262 KB
english, 2010