Essays on modeling conditional volatility with regime switches : applications to the Hong Kong stock market /
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| Main Author: | |
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| Format: | Thesis Book |
| Language: | English |
| Published: |
2000.
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| Subjects: | |
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| LEADER | 00963cam a2200229 a 4500 | ||
|---|---|---|---|
| 001 | u692116 | ||
| 003 | SIRSI | ||
| 008 | 021126s2000 si a v 00 10 eng m | ||
| 040 | |a UMM | ||
| 043 | |a a-hk--- | ||
| 090 | |a HF5630 |b NUSP 2000 Zha | ||
| 100 | 1 | 0 | |a Zhang, Xiying. |
| 245 | 1 | 0 | |a Essays on modeling conditional volatility with regime switches : |b applications to the Hong Kong stock market / |c Zhang Xiying. |
| 260 | |c 2000. | ||
| 300 | |a vii, 240 leaves : |b ill. ; |c 30 cm. | ||
| 502 | |a Thesis (Ph.D.) -- Dept. of Finance & Accounting, Faculty of Business Administration, National University of Singapore, 2000. | ||
| 504 | |a Bibliography: leaves 218-240. | ||
| 650 | 0 | |a Stock exchanges |z Hong Kong |x Econometric models | |
| 650 | 0 | |a Capital market |z Hong Kong |x Econometric models | |
| 948 | |a 26/11/2002 |b 28/11/2002 | ||
| 596 | |a 1 | ||
| 999 | |a HF5630 NUSP 2000 ZHA |w LC |c 1 |i A510670867 |d 25/11/2005 |f 25/11/2005 |g 1 |l B_KOM4 |m P01UTAMA |r Y |s Y |t TESIS |u 23/12/2004 |o .PUBLIC. BKOM 4 :43629 | ||