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Examining volatility spillover between Asian countries' stock markets
Jebran, Khalil
;
Iqbal, Amjad
- In:
China Finance and Economic Review
4
(
2016
)
1
,
pp. 1-13
captured by using the generalized autoregressive conditional heteroskedasticity (
GARCH
) model. Results: The empirical analyses …
Persistent link: https://www.econbiz.de/10011658426
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