Citation
Hooy, Chee Wooi and Tan, Hui Boon
(2003)
Financial volatility and bank stock returns: an
Armax-Garch-M modelling.
In: Seminar FEP 2001, 1-5 Oct. 2001, Cherating, Kuantan, Pahang. (pp. 309-330).
(Unpublished)
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Additional Metadata
| Item Type: | Conference or Workshop Item (Paper) |
|---|---|
| Divisions: | Faculty of Economics and Management |
| Publisher: | Faculty of Economics and Management, UPM |
| Keywords: | Bank stock returns; Volatility; Armax-Garch-M modelling |
| Depositing User: | Samsida Samsudin |
| Date Deposited: | 24 Aug 2015 04:57 |
| Last Modified: | 24 Aug 2015 04:57 |
| URI: | http://psasir.upm.edu.my/id/eprint/33545 |
| Statistic Details: | View Download Statistic |
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