An asymmetric and DCC Analysis of two Stock Markets Veturns' Volatility:An Evidence Study on the Hong Kong and Japan's Stock Markets

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Title:	An asymmetric and DCC Analysis of two Stock Markets Veturns' Volatility:An Evidence Study on the Hong Kong and Japan's Stock Markets
Authors:	Wann-Jyi Horng Ming-Chi Huang
Contributors:	通識教育中心
Keywords:	stock market returns student's t distribution asymmetrical effect GJR-GARCH model dynamic conditional correlation bivariate asymmetric-GARCH model
Date:	2009-06
Issue Date:	2010-11-15 15:59:34 (UTC+8)
Relation:	China-USA Business Review 8(6)：p.1-14
Appears in Collections:	[The Center For General Education] Periodical Articles

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