Regime-switching volatility of six East Asian emerging markets

Michael Theobald, Ping Wang

Research output: Contribution to journal › Article

40 Citations (Scopus)

Original language	English
Pages (from-to)	267-283
Number of pages	17
Journal	Research in International Business and Finance
Volume	22
Issue number	3
DOIs	https://doi.org/10.1016/j.ribaf.2007.07.001
Publication status	Published - 1 Sept 2008

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@article{ff964dc1d23643fd9f8ed08aa92d5860,

title = "Regime-switching volatility of six East Asian emerging markets",

author = "Michael Theobald and Ping Wang",

year = "2008",

month = sep,

day = "1",

doi = "10.1016/j.ribaf.2007.07.001",

language = "English",

volume = "22",

pages = "267--283",

journal = "Research in International Business and Finance",

publisher = "Elsevier",

number = "3",

}