Pacific-Basin capital-markets integration : a multivariate GARCH-M dynamic system

Shin-Herng Chu and Patrick J. Cusatis

Year of publication:	1993
Authors:	Chu, Shin-herng ; Cusatis, Patrick James
Published in:	Rising Asian capital markets : empirical studies ; 10. - Greenwich, Conn. [u.a.] : Jai Pr., ISBN 1-55938-498-0. - 1993, p. 339-354
Subject:	Börsenkurs \| Share price \| Internationaler Finanzmarkt \| International financial market \| Zeitreihenanalyse \| Time series analysis \| Asiatisch-pazifischer Raum \| Asia-Pacific region \| USA \| United States \| 1983-1987

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