Intraday Linkages Across International Equity Markets
Year of publication: |
2006-09-13
|
---|---|
Authors: | Harju, Kari ; Hussain, Syed Mujahid |
Institutions: | Hanken Svenska Handelshögskolan |
Subject: | Intraday | diurnal pattern | conditional mean | volatility spillovers | Flexible Fourier Form | VAR | EGARCH | asymmetry |
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