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Searching for periods of volatility: A study of the behavior of volatility in Thai stocks

✍ Scribed by Theodore Bos; David Ding; Thomas A. Fetherston


Book ID
117628041
Publisher
Elsevier Science
Year
1998
Tongue
English
Weight
252 KB
Volume
6
Category
Article
ISSN
0927-538X

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We thank the editor, Robert Webb, and an anonymous referee for their helpful comments. We also thank Thorben Lubnau, Tyge-F. Kummer, and the participants of the 2nd International Finance Conference of the Indian Institute of Management, Calcutta for their suggestions.