Linear and non-linear transmission of equity return volatility: evidence from the US, Japan and Australia
| Year of publication: |
2000
|
|---|---|
| Authors: | Brooks, Chris ; Henry, Olan T. |
| Published in: |
Economic Modelling. - Elsevier, ISSN 0264-9993. - Vol. 17.2000, 4, p. 497-513
|
| Publisher: |
Elsevier |