Volatility integration of global stock markets with the Malaysian stock market : a multivariate GARCH approach
Peh Ying Qian, John Francis Diaz
| Year of publication: |
June 2017
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|---|---|
| Authors: | Qian, Peh Ying ; Diaz, John Francis |
| Published in: |
Malaysian journal of economic studies. - Kuala Lumpur : [Verlag nicht ermittelbar], ISSN 1511-4554, ZDB-ID 1148789-6. - Vol. 54.2017, 1, p. 83-117
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| Subject: | Bursa Malaysia | global stock markets | MGARCH | stock market returns | volatility transmission | Aktienmarkt | Stock market | Volatilität | Volatility | Malaysia | ARCH-Modell | ARCH model | Internationaler Finanzmarkt | International financial market | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Welt | World |
| 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/10011825756