Modelling volatility spillover effects between developed stock markets and Asian emerging stock markets
Yanan Li and David E. Giles
| Year of publication: |
2015
|
|---|---|
| Authors: | Li, Yanan ; Giles, David E. A. |
| Published in: |
International journal of finance & economics : IJFE. - Chichester, Sussex : Wiley, ISSN 1076-9307, ZDB-ID 1324693-8. - Vol. 20.2015, 2, p. 155-177
|
| Subject: | volatility | spilloverers | stock markets | multivariate GARCH | asymmetric BEKK model | Volatilität | Volatility | Aktienmarkt | Stock market | ARCH-Modell | ARCH model | Schwellenländer | Emerging economies | Spillover-Effekt | Spillover effect | Asien | Asia | Schätzung | Estimation | Börsenkurs | Share price | Finanzmarkt | Financial market |
| Extent: | graph. Darst. |
|---|---|
| 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/10015179935