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Empirical Analysis of Stock Returns and Volatility: Evidence from Seven Asian Stock Markets Based on TAR-GARCH Model

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References

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1986

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Generalized autoregressive conditional heteroscedasticity

1,810 cited

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2020Investors’ risk perceptions in the US and global stock market integration46 cited
2014Does U.S. macroeconomic news make emerging financial markets riskier?41 cited
2007The capital market implications of the frequency of interim financial reporting: an international analysis40 cited
2005Asymmetric volatility of stock returns during the Asian crisis: Evidence from Indonesia39 cited
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