Does stock market volatility with regime shifts signal the business cycle in Taiwan?

International Journal of Electronic Finance

Volumn 2, Issue 4, 2008, Pages 433-450

  Shyu, Yih Wen ^a   Hsia, Kuangyu ^b  

^a CHANG GUNG UNIVERSITY   (Taiwan)

^b Polaris Securities Group   (Taiwan)

Author keywords

Business cycle; E finance; Electronic finance; Markov switching; Stock volatility

Indexed keywords

EID: 84955678765     PISSN: 17460069     EISSN: 17460077     Source Type: Journal    
DOI: 10.1504/IJEF.2008.021804     Document Type: Article

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