Linear and non-linear transmission of equity return volatility: evidence from the US, Japan and Australia
| Year of publication: |
2000
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|---|---|
| Authors: | Brooks, Chris ; Henry, Olan T. |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 868243. - Vol. 17.2000, 4, p. 497-514
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