A New Alternating System ARCH Approach to Assess Time-Varying Stock Market Volatility

Jack HW Penm, Aman Agarwal

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	893-899
Journal	Empirical Economics Letters, The
Volume	7
Issue number	9
Publication status	Published - 2008

Cite this

@article{c31c6962f43e4eac862e3fb6a1b324c3,

title = "A New Alternating System ARCH Approach to Assess Time-Varying Stock Market Volatility",

author = "Penm, {Jack HW} and Aman Agarwal",

year = "2008",

language = "English",

volume = "7",

pages = "893--899",

journal = "Empirical Economics Letters, The",

publisher = "Springer",

number = "9",

}