Financial volatility and bank stock returns: an Armax-Garch-M modelling
| Main Authors: | , |
|---|---|
| Format: | Conference or Workshop Item |
| Language: | English |
| Published: |
Faculty of Economics and Management, UPM
2003
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| Online Access: | http://psasir.upm.edu.my/id/eprint/33545/1/33545%20IR.pdf |
| _version_ | 1825948286944542720 |
|---|---|
| author | Hooy, Chee Wooi Tan, Hui Boon |
| author_facet | Hooy, Chee Wooi Tan, Hui Boon |
| author_sort | Hooy, Chee Wooi |
| collection | UPM |
| first_indexed | 2024-03-06T08:26:30Z |
| format | Conference or Workshop Item |
| id | upm.eprints-33545 |
| institution | Universiti Putra Malaysia |
| language | English |
| last_indexed | 2024-03-06T08:26:30Z |
| publishDate | 2003 |
| publisher | Faculty of Economics and Management, UPM |
| record_format | dspace |
| spelling | upm.eprints-335452015-08-24T04:57:43Z http://psasir.upm.edu.my/id/eprint/33545/ Financial volatility and bank stock returns: an Armax-Garch-M modelling Hooy, Chee Wooi Tan, Hui Boon Faculty of Economics and Management, UPM 2003 Conference or Workshop Item NonPeerReviewed application/pdf en http://psasir.upm.edu.my/id/eprint/33545/1/33545%20IR.pdf Hooy, Chee Wooi and Tan, Hui Boon (2003) Financial volatility and bank stock returns: an Armax-Garch-M modelling. In: Seminar FEP 2001, 1-5 Oct. 2001, Cherating, Kuantan, Pahang. (pp. 309-330). (Unpublished) |
| spellingShingle | Hooy, Chee Wooi Tan, Hui Boon Financial volatility and bank stock returns: an Armax-Garch-M modelling |
| title | Financial volatility and bank stock returns: an
Armax-Garch-M modelling |
| title_full | Financial volatility and bank stock returns: an
Armax-Garch-M modelling |
| title_fullStr | Financial volatility and bank stock returns: an
Armax-Garch-M modelling |
| title_full_unstemmed | Financial volatility and bank stock returns: an
Armax-Garch-M modelling |
| title_short | Financial volatility and bank stock returns: an
Armax-Garch-M modelling |
| title_sort | financial volatility and bank stock returns an armax garch m modelling |
| url | http://psasir.upm.edu.my/id/eprint/33545/1/33545%20IR.pdf |
| work_keys_str_mv | AT hooycheewooi financialvolatilityandbankstockreturnsanarmaxgarchmmodelling AT tanhuiboon financialvolatilityandbankstockreturnsanarmaxgarchmmodelling |