Modeling the Fat Tails in Asian Stock Markets

Yiuman Tse; Jullavut Kittiakarasakun

Modeling the Fat Tails in Asian Stock Markets

Yiuman Tse, Jullavut Kittiakarasakun

University of Missouri-St. Louis

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

Original language	American English
Journal	International Review of Economics and Finance
Volume	20
State	Published - 2011

Disciplines

Business

Cite this

@article{a6568d59be23445a85df22c7bfd3eb57,

title = "Modeling the Fat Tails in Asian Stock Markets",

author = "Yiuman Tse and Jullavut Kittiakarasakun",

note = "We test whether stock returns in the Asian markets are characterized by infinite variance or just large variance, which has an important implication f...",

year = "2011",

language = "American English",

volume = "20",

journal = "International Review of Economics and Finance",

}

TY - JOUR

T1 - Modeling the Fat Tails in Asian Stock Markets

AU - Tse, Yiuman

AU - Kittiakarasakun, Jullavut

N1 - We test whether stock returns in the Asian markets are characterized by infinite variance or just large variance, which has an important implication f...

PY - 2011

Y1 - 2011

UR - https://www.sciencedirect.com/science/article/pii/S105905601000122X

M3 - Article

VL - 20

JO - International Review of Economics and Finance

JF - International Review of Economics and Finance

ER -

Modeling the Fat Tails in Asian Stock Markets

Disciplines

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