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

Fuente: arXiv

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Détails bibliographiques
Auteur principal:	Yang, Junlin
Format:	Preprint
Publié:	2025
Sujets:	Statistical Finance Methodology
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

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