Domestic and international leverage effects of major Asian stock markets based on stochastic volatility models

Huang, Shian-Chang . Journal of Statistics & Management Systems 2009. 12 (1) :79-91

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Bibtex

@article{CIS-233258,
  Author = {Huang, Shian-Chang},
  Title = {Domestic and international leverage effects of major Asian stock markets based on stochastic volatility models},
  Journal = {Journal of Statistics & Management Systems},
  Volume = {12},
  Number = {1},
  Year = {2009},
  Pages = {79--91},
  Keywords = {Bayesian inference, Markov chain Monte Carlo}
}

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