| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 5055127 | Economic Modelling | 2012 | 10 Pages |
Abstract
⺠FIEC-FIGARCH analyzes the interactions for three TFT-LCD panel stock indexes. ⺠The empirical model can be used to capture long memory effects. ⺠Japanese panel stock index adjusts back very slowly to the long-run equilibrium. ⺠The three indexes have their own-market and cross-market spillover effects. ⺠The results assist investors and government agency to make decisions.
Related Topics
Social Sciences and Humanities
Economics, Econometrics and Finance
Economics and Econometrics
Authors
Hsiang-Hsi Liu,