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Gankhuyag, Dolgion
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Portfolio Optimization in Post Financial Crisis of 2008-2009 in the Mongolian Stock Exchange
Article
info
eJournal
oleh
Lee, Cheng-Wen
,
Gankhuyag
,
Dolgion
Terbitan:
Jurnal METRIS, 2020
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Estimating Spillover Effect and Leverage Effect Using EGARCH-ARMA Approach in Mongolian Stock Exchange
Article
info
eJournal
oleh
Lee, Cheng-Wen
,
Gankhuyag
,
Dolgion
Terbitan:
Jurnal METRIS, 2019
Available online:
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Related Subjects
EGARCH
GARCH
Spillover effect
Stock market
leverage effect
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