An Econometric Analysis on the Co-Movement of Stock Market Volatility between China and ASEAN-5
This study aims to examine the co-movement of stock market volatility between China and ASEAN-5 countries from the year 2000 to 2009. This study applies the standard linear GARCH (1, 1) model where these models estimate using monthly price data from year 2000 to 2009 for China, Malaysia, Singapore,...
| Main Authors: | , , , |
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| Format: | Journal Article |
| Published: |
Centre for Promoting Ideas
2013
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| Online Access: | http://ijbssnet.com/journals/Vol_4_No_14_November_2013/25.pdf http://hdl.handle.net/20.500.11937/20456 |