000 00586nam a2200181Ia 4500
008 100324s9999 xx 000 0 und d
100 _aLim, Kian Ping et al.
240 _aJournal of Emerging Market Finance(Q)
245 _aStatistical inadequate of GARCH models for Asian stock markets: evidence and implication
246 _aJ5658
_f2005
260 _c2005
300 _bV. 4
_cIssue. 3
_a263-279
366 _b2005
366 _bSep - Dec
650 _aFinance
653 _aGARCH;Non stationarity;Data generating process;Bicorrelation;Asian stock markets;
942 _cJA
999 _c43691
_d43691