Volatility switching and regime interdependence between information technology stocks 1995–2005
| Year of publication: |
2008
|
|---|---|
| Authors: | Qiao, Zhuo ; Smyth, Russell ; Wong, Wing-Keung |
| Published in: |
Global finance journal. - Amsterdam [u.a.] : Elsevier Inc., ISSN 1044-0283, ZDB-ID 11172435. - Vol. 19.2008, 2, p. 139-156
|