A Nonlinear New Approach to Investigating Crisis: A Case from Malaysia
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More about this item
KeywordsSTAR-STGARCH; Generalized Impulse Response Function. 1997 Asia Crisis; stock markets;
- G1 - Financial Economics - - General Financial Markets
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
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