Transmission of equity returns and volatility in Asian developed and emerging markets : a multivariate GARCH analysis
Year of publication: |
2004
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Authors: | Worthington, Andrew Charles ; Higgs, Helen |
Published in: |
International journal of finance & economics : IJFE. - Chichester, Sussex : Wiley, ISSN 1076-9307, ZDB-ID 1324693-8. - Vol. 9.2004, 1, p. 71-80
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Subject: | Kapitaleinkommen | Capital income | Volatilität | Volatility | Aktienmarkt | Stock market | Schätzung | Estimation | Asien | Asia |
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