ON THE RATE OF INFORMATION ABSORPTION IN THE CONDITIONAL VARIANCE OF SES DUAL LISTED STOCKS

DOI10.1142/S0219024900000103zbMath1152.91726MaRDI QIDQ3523554

Wai Mun Fong, Pheng Lui Ching

Publication date: 3 September 2008

Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)

Mathematics Subject Classification ID

91B84: Economic time series analysis