Hourly volatility spillovers between international equity markets
Raul Susmel and Robert F. Engle
| Year of publication: |
1994
|
|---|---|
| Authors: | Susmel, Raul |
| Other Persons: | Engle, Robert F. (contributor) |
| Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 13.1994, 1, p. 3-25
|
| Subject: | Börsenkurs | Share price | Arbitrage | Zeitreihenanalyse | Time series analysis | Theorie | Theory | 1987-1989 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001156395