Institutional Differences, Crisis Shocks, and Volatility Structure: A By-Window EGARCH/TGARCH Analysis of ASEAN Stock Markets

Fuente: arXiv

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Bibliographic Details
Main Author:	Yang, Junlin
Format:	Preprint
Published:	2025
Subjects:	Statistical Finance Methodology
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2510.16010