16,530 research outputs found
An Empirical Study on the Extent Capital Adequacy Ratio Measures Taiwan Commercial Bank Shareholder Risks
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Examining the Multiple Volatilities and Co-movements as Well as Beta Coefficients of International Stock Markets
No full textExploring Return Volatility for Major Asian Market Indices via Multiple-Volatility-State Markov-switching Models
No full textExamining the Volatility of Taiwan Stock Index, Dow Jones, and Nikkei Market Returns via a Three-Volatility-Regime Markov-Switching ARCH Model
No full textExamining Multi-asymmetric Price Adjustment Behavior of Stock Markets via Threshold Models -An Empirical Study on Four Developed and Three Emerging Asian Stock Markets
No full textEstimating Value at Risk via Markov Switching ARCH Models-An Empirical Study on Stock Index Returns
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